+402.8%
VUG vs ALLE
+211.7%
+191.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.3% |
| 7D | +2.5% | +3.6% | -1.0% | +1.0% |
| 30D | -6.3% | +25.9% | -32.2% | -15.4% |
| 3M | -6.0% | +15.8% | -21.8% | -12.2% |
| 6M | -3.5% | +48.1% | -51.6% | -19.8% |
| YTD | +3.9% | +22.0% | -18.0% | -6.7% |
| 1Y | +5.1% | +18.0% | -12.9% | -4.3% |
| 3Y | +77.9% | +93.1% | -15.2% | +24.4% |
| 5Y | +62.4% | +52.1% | +10.3% | +25.2% |
| All | +402.8% | +211.7% | +191.2% | +184.5% |
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