+14.2%
ALLE vs VLTO
+17.3%
-3.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | 0.0% | +12.0% | -12.0% | -4.6% |
| 30D | +20.6% | +20.8% | -0.3% | +11.7% |
| 3M | +11.4% | +20.1% | -8.7% | +3.4% |
| 6M | +42.5% | +32.6% | +9.9% | +27.7% |
| YTD | +18.9% | +17.3% | +1.6% | +8.4% |
| 1Y | +14.2% | +17.3% | -3.1% | +3.9% |
| All | +14.2% | +17.3% | -3.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling