+142.9%
VNQ vs ALLE
+340.4%
-197.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | +6.2% | +27.4% | -21.2% | -4.4% |
| 3M | +1.5% | +13.8% | -12.3% | -4.3% |
| 6M | +2.1% | +45.5% | -43.4% | -13.9% |
| YTD | +12.8% | +21.4% | -8.6% | +2.0% |
| 1Y | +10.4% | +15.4% | -4.9% | +2.0% |
| 3Y | +44.4% | +91.7% | -47.3% | +4.3% |
| 5Y | +7.4% | +54.5% | -47.1% | -16.2% |
| 10Y | +84.0% | +210.5% | -126.6% | +11.1% |
| All | +142.9% | +340.4% | -197.5% | +33.8% |
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