+424.3%
VMC vs ALLE
+260.9%
+163.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | -8.2% | -6.8% | -1.4% | -4.6% |
| 3M | -7.0% | +21.0% | -28.1% | -16.7% |
| 6M | -10.8% | +1.1% | -11.9% | -11.9% |
| YTD | -7.4% | -0.5% | -6.9% | -7.8% |
| 1Y | -9.5% | -7.3% | -2.2% | -6.5% |
| 3Y | +20.5% | +42.3% | -21.8% | -3.9% |
| 5Y | +51.6% | +13.5% | +38.1% | +34.5% |
| 10Y | +150.0% | +144.0% | +6.0% | +39.0% |
| All | +424.3% | +260.9% | +163.4% | +135.0% |
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 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