+66.8%
VWO vs ALLE
+49.7%
+17.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +0.9% | +2.8% | -1.9% | +0.3% |
| 30D | +1.3% | -7.6% | +8.9% | +2.9% |
| 3M | +5.1% | +22.8% | -17.7% | 0.0% |
| 6M | +12.5% | +4.6% | +7.9% | +11.0% |
| YTD | +14.0% | -1.2% | +15.2% | +13.4% |
| 1Y | +19.7% | -9.1% | +28.9% | +21.5% |
| 3Y | +66.8% | +50.0% | +16.8% | +45.0% |
| All | +66.8% | +49.7% | +17.1% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling