+160.4%
VEA vs ALLE
+208.6%
-48.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.8% | +1.6% | +0.3% | +1.3% |
| 30D | -0.9% | +24.1% | -25.0% | -8.7% |
| 3M | -5.0% | +14.8% | -19.9% | -10.1% |
| 6M | 0.0% | +45.9% | -45.9% | -14.0% |
| YTD | +12.2% | +20.7% | -8.6% | +3.1% |
| 1Y | +14.7% | +14.2% | +0.5% | +7.6% |
| 3Y | +73.2% | +90.7% | -17.5% | +29.9% |
| 5Y | +53.7% | +50.6% | +3.1% | +24.2% |
| All | +160.4% | +208.6% | -48.1% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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