+387.8%
VUG vs ALLE
+222.4%
+165.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.3% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | -11.1% | +25.3% | -36.4% | -19.6% |
| 3M | -7.2% | +10.3% | -17.5% | -11.6% |
| 6M | -4.1% | +38.0% | -42.2% | -17.9% |
| YTD | +1.4% | +17.8% | -16.4% | -7.6% |
| 1Y | +1.9% | +13.6% | -11.7% | -5.6% |
| 3Y | +77.7% | +89.2% | -11.5% | +25.4% |
| 5Y | +57.6% | +51.1% | +6.5% | +21.8% |
| All | +387.8% | +222.4% | +165.3% | +177.2% |
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