+383.2%
VTI vs ALLE
+327.3%
+55.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | -2.6% | -0.6% | -2.0% | -2.4% |
| 30D | -5.0% | +25.3% | -30.4% | -14.1% |
| 3M | -4.3% | +10.3% | -14.6% | -8.7% |
| 6M | +0.6% | +38.0% | -37.5% | -13.7% |
| YTD | +8.9% | +17.8% | -8.9% | -0.6% |
| 1Y | +11.1% | +13.6% | -2.5% | +3.1% |
| 3Y | +74.5% | +89.2% | -14.7% | +25.1% |
| 5Y | +60.1% | +51.1% | +9.0% | +24.9% |
| 10Y | +297.4% | +228.1% | +69.3% | +114.7% |
| All | +383.2% | +327.3% | +55.9% | +137.8% |
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