+160.5%
VEA vs ALLE
+211.7%
-51.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | +2.3% | +3.6% | -1.3% | +1.0% |
| 30D | +0.2% | +25.9% | -25.7% | -8.2% |
| 3M | -5.3% | +15.8% | -21.1% | -10.6% |
| 6M | -0.9% | +48.1% | -49.0% | -15.3% |
| YTD | +12.2% | +22.0% | -9.8% | +2.7% |
| 1Y | +16.1% | +18.0% | -1.9% | +7.6% |
| 3Y | +73.0% | +93.1% | -20.1% | +29.2% |
| 5Y | +53.7% | +52.1% | +1.6% | +23.8% |
| All | +160.5% | +211.7% | -51.2% | +63.6% |
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