+44.4%
VMC vs ALLE
+52.7%
-8.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | -1.7% | +1.6% | -3.3% | -2.5% |
| 30D | +15.3% | +24.1% | -8.8% | +2.5% |
| 3M | +0.3% | +14.8% | -14.5% | -7.0% |
| 6M | +0.9% | +45.9% | -45.0% | -18.2% |
| YTD | -1.0% | +20.7% | -21.8% | -11.2% |
| 1Y | -4.3% | +14.2% | -18.5% | -11.6% |
| 3Y | +35.3% | +90.7% | -55.4% | -8.4% |
| 5Y | +44.4% | +50.6% | -6.2% | +12.0% |
| All | +44.4% | +52.7% | -8.3% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling