+396.3%
VUG vs ALLE
+233.6%
+162.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +1.6% |
| 7D | +0.5% | -0.6% | +1.1% | +0.8% |
| 30D | -8.2% | +26.6% | -34.8% | -17.3% |
| 3M | -5.4% | +13.2% | -18.6% | -10.8% |
| 6M | -2.5% | +42.9% | -45.4% | -17.7% |
| YTD | +4.2% | +21.0% | -16.8% | -6.1% |
| 1Y | +5.0% | +15.2% | -10.1% | -3.2% |
| 3Y | +81.7% | +95.6% | -13.9% | +26.4% |
| 5Y | +62.5% | +53.4% | +9.1% | +24.9% |
| 10Y | +396.3% | +221.5% | +174.8% | +179.9% |
| All | +396.3% | +233.6% | +162.7% | +179.9% |
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