+138.3%
VNQ vs ALLE
+260.9%
-122.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -1.3% | -0.2% | -1.0% | -1.2% |
| 30D | -2.9% | -6.8% | +3.9% | -0.1% |
| 3M | +0.8% | +21.0% | -20.2% | -7.8% |
| 6M | +2.5% | +1.1% | +1.4% | +0.9% |
| YTD | +10.6% | -0.5% | +11.2% | +9.2% |
| 1Y | +9.1% | -7.3% | +16.3% | +10.8% |
| 3Y | +31.0% | +42.3% | -11.2% | +8.0% |
| 5Y | +4.9% | +13.5% | -8.6% | -6.4% |
| 10Y | +59.5% | +144.0% | -84.6% | +6.3% |
| All | +138.3% | +260.9% | -122.5% | +43.3% |
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