-49.4%
VG vs ALLE
+44.8%
-94.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.6% |
| 7D | -7.7% | +0.1% | -7.8% | -7.7% |
| 30D | -8.8% | +25.9% | -34.7% | -6.0% |
| 3M | -15.6% | +14.9% | -30.5% | -13.9% |
| 6M | +5.2% | +42.1% | -36.9% | +9.3% |
| YTD | +76.9% | +20.4% | +56.5% | +91.5% |
| 1Y | +42.5% | +14.9% | +27.6% | +55.0% |
| All | -49.4% | +44.8% | -94.2% | -48.9% |
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