+405.3%
VUG vs ALLE
+212.2%
+193.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.8% | +1.3% |
| 7D | -1.1% | -0.8% | -0.2% | -0.7% |
| 30D | -7.0% | +27.4% | -34.4% | -16.5% |
| 3M | -3.7% | +13.8% | -17.6% | -9.4% |
| 6M | -1.6% | +45.5% | -47.1% | -17.6% |
| YTD | +5.1% | +21.4% | -16.3% | -5.4% |
| 1Y | +3.8% | +15.4% | -11.6% | -4.5% |
| 3Y | +79.9% | +91.7% | -11.8% | +26.2% |
| 5Y | +66.4% | +54.5% | +11.9% | +27.3% |
| 10Y | +405.3% | +210.5% | +194.7% | +187.6% |
| All | +405.3% | +212.2% | +193.1% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling