+252.1%
VT vs ALLE
+336.4%
-84.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.3% | +0.5% |
| 7D | -1.6% | +4.9% | -6.5% | -3.5% |
| 30D | -2.5% | +22.8% | -25.3% | -10.6% |
| 3M | -1.3% | +17.8% | -19.1% | -8.1% |
| 6M | +3.1% | +40.8% | -37.7% | -11.3% |
| YTD | +10.9% | +20.3% | -9.4% | +1.2% |
| 1Y | +12.1% | +16.3% | -4.2% | +3.5% |
| 3Y | +73.9% | +92.9% | -19.0% | +26.6% |
| 5Y | +58.0% | +56.7% | +1.3% | +23.3% |
| 10Y | +225.5% | +237.0% | -11.5% | +79.2% |
| All | +252.1% | +336.4% | -84.4% | +77.7% |
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