+108.9%
VWO vs ALLE
+260.9%
-152.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +2.4% | -6.8% | +9.2% | +4.8% |
| 3M | +2.0% | +21.0% | -19.0% | -5.1% |
| 6M | +10.7% | +1.1% | +9.6% | +9.5% |
| YTD | +14.4% | -0.5% | +15.0% | +13.4% |
| 1Y | +22.7% | -7.3% | +30.0% | +24.3% |
| 3Y | +64.2% | +42.3% | +22.0% | +39.9% |
| 5Y | +35.8% | +13.5% | +22.3% | +23.4% |
| 10Y | +114.7% | +144.0% | -29.3% | +36.3% |
| All | +108.9% | +260.9% | -152.0% | +12.9% |
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