+116.6%
VWO vs ALLE
+146.0%
-29.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.3% |
| 7D | +0.2% | -2.2% | +2.3% | +0.9% |
| 30D | +0.9% | -8.3% | +9.2% | +3.7% |
| 3M | +4.3% | +16.3% | -12.0% | -1.3% |
| 6M | +10.5% | +1.8% | +8.7% | +9.1% |
| YTD | +13.4% | -3.9% | +17.3% | +13.6% |
| 1Y | +18.6% | -10.0% | +28.6% | +21.3% |
| 3Y | +65.8% | +45.8% | +20.0% | +41.0% |
| 5Y | +35.2% | +13.3% | +21.9% | +23.5% |
| 10Y | +116.6% | +155.3% | -38.6% | +45.7% |
| All | +116.6% | +146.0% | -29.3% | +45.7% |
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