+17.4%
ALLE vs VO
+42.6%
-25.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.2% |
| 7D | -0.2% | -0.3% | 0.0% | 0.0% |
| 30D | -6.8% | -0.3% | -6.5% | -6.5% |
| 3M | +21.0% | +2.9% | +18.1% | +17.7% |
| 6M | +1.1% | +9.3% | -8.2% | -7.3% |
| YTD | -0.5% | +14.2% | -14.7% | -12.7% |
| 1Y | -7.3% | +15.3% | -22.5% | -19.4% |
| 3Y | +42.3% | +56.2% | -14.0% | -9.1% |
| All | +17.4% | +42.6% | -25.2% | -20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling