-39.3%
VG vs ALLE
+19.6%
-59.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.3% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +16.0% | -6.8% | +22.8% | +15.1% |
| 3M | +9.7% | +21.0% | -11.3% | +10.8% |
| 6M | +29.6% | +1.1% | +28.5% | +34.8% |
| YTD | +112.0% | -0.5% | +112.6% | +123.7% |
| 1Y | +12.8% | -7.3% | +20.1% | +20.1% |
| All | -39.3% | +19.6% | -59.0% | -40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling