+163.6%
VEA vs ALLE
+146.0%
+17.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.2% |
| 7D | +0.3% | -2.2% | +2.5% | +1.1% |
| 30D | +0.4% | -8.3% | +8.8% | +3.7% |
| 3M | +4.8% | +16.3% | -11.4% | -1.6% |
| 6M | +11.3% | +1.8% | +9.4% | +9.6% |
| YTD | +17.4% | -3.9% | +21.3% | +17.8% |
| 1Y | +26.2% | -10.0% | +36.2% | +29.6% |
| 3Y | +77.7% | +45.8% | +31.9% | +48.0% |
| 5Y | +60.9% | +13.3% | +47.6% | +45.2% |
| 10Y | +163.6% | +155.3% | +8.3% | +77.4% |
| All | +163.6% | +146.0% | +17.6% | +77.4% |
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