+270.3%
ALLE vs VT
+264.5%
+5.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.2% | +0.4% | -0.7% | -0.7% |
| 30D | -6.8% | +1.0% | -7.8% | -7.7% |
| 3M | +21.0% | +2.4% | +18.7% | +17.9% |
| 6M | +1.1% | +12.0% | -10.9% | -10.2% |
| YTD | -0.5% | +15.3% | -15.9% | -14.3% |
| 1Y | -7.3% | +22.6% | -29.8% | -25.0% |
| 3Y | +42.3% | +74.7% | -32.4% | -20.7% |
| 5Y | +13.5% | +66.1% | -52.7% | -33.3% |
| 10Y | +144.0% | +225.0% | -81.0% | -27.3% |
| All | +270.3% | +264.5% | +5.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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