+534.7%
VUG vs ALLE
+336.8%
+197.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -8.9% | +25.9% | -34.8% | -17.8% |
| 3M | -5.9% | +14.9% | -20.8% | -11.9% |
| 6M | -3.3% | +42.1% | -45.4% | -18.1% |
| YTD | +3.4% | +20.4% | -17.0% | -6.6% |
| 1Y | +1.9% | +14.9% | -13.0% | -6.1% |
| 3Y | +76.9% | +90.1% | -13.2% | +25.5% |
| 5Y | +63.9% | +53.0% | +10.9% | +26.6% |
| 10Y | +396.2% | +208.8% | +187.4% | +170.2% |
| All | +534.7% | +336.8% | +197.9% | +202.0% |
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