+63.9%
VNQ vs ALLE
+146.0%
-82.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.7% | +0.2% |
| 7D | -0.9% | -2.2% | +1.3% | +0.1% |
| 30D | -2.2% | -8.3% | +6.1% | +1.6% |
| 3M | -1.9% | +16.3% | -18.2% | -9.2% |
| 6M | +3.2% | +1.8% | +1.4% | +1.2% |
| YTD | +9.4% | -3.9% | +13.3% | +9.5% |
| 1Y | +7.5% | -10.0% | +17.5% | +10.8% |
| 3Y | +31.1% | +45.8% | -14.8% | +4.8% |
| 5Y | +6.6% | +13.3% | -6.7% | -5.8% |
| 10Y | +63.9% | +155.3% | -91.3% | +8.3% |
| All | +63.9% | +146.0% | -82.0% | +8.3% |
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 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