+221.5%
ALLE vs VO
+206.8%
+14.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | 0.0% | +0.1% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | +26.6% | +0.5% | +26.1% | +26.0% |
| 3M | +13.2% | -1.0% | +14.2% | +14.3% |
| 6M | +42.9% | +6.4% | +36.5% | +34.5% |
| YTD | +21.0% | +13.6% | +7.4% | +6.8% |
| 1Y | +15.2% | +14.5% | +0.7% | +0.9% |
| 3Y | +95.6% | +67.2% | +28.4% | +17.7% |
| 5Y | +53.4% | +36.1% | +17.3% | +12.9% |
| 10Y | +221.5% | +199.3% | +22.2% | +6.8% |
| All | +221.5% | +206.8% | +14.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling