+27.0%
VEA vs ALLE
-8.3%
+35.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +1.9% | +2.8% | -0.9% | +1.3% |
| 30D | +0.8% | -7.6% | +8.4% | +2.3% |
| 3M | +5.7% | +22.8% | -17.1% | +0.6% |
| 6M | +13.3% | +4.6% | +8.7% | +11.4% |
| YTD | +18.4% | -1.2% | +19.6% | +16.6% |
| 1Y | +27.0% | -9.1% | +36.1% | +27.2% |
| All | +27.0% | -8.3% | +35.3% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling