+5.6%
VNQ vs ALLE
-10.0%
+15.6%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -1.3% | -2.4% | +1.1% | -0.9% |
| 30D | -2.6% | -7.7% | +5.1% | -1.4% |
| 3M | -2.0% | +15.2% | -17.2% | -4.5% |
| 6M | +4.3% | +5.4% | -1.1% | +2.8% |
| YTD | +9.2% | -2.9% | +12.2% | +7.1% |
| 1Y | +5.6% | -12.8% | +18.4% | +6.3% |
| All | +5.6% | -10.0% | +15.6% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling