+86.6%
ALLE vs VLTO
+54.1%
+32.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | 0.0% | +12.0% | -12.0% | -5.6% |
| 30D | +20.6% | +20.8% | -0.3% | +9.8% |
| 3M | +11.4% | +20.1% | -8.7% | +1.7% |
| 6M | +42.5% | +32.6% | +9.9% | +23.8% |
| YTD | +18.9% | +17.3% | +1.6% | +9.0% |
| 1Y | +14.2% | +17.3% | -3.1% | +4.5% |
| 3Y | +90.7% | +66.9% | +23.8% | +56.7% |
| All | +86.6% | +54.1% | +32.5% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling