+92.0%
VWO vs ALLE
+342.5%
-250.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +2.0% | +3.6% | -1.6% | +0.8% |
| 30D | -4.3% | +25.9% | -30.2% | -11.7% |
| 3M | -6.4% | +15.8% | -22.1% | -11.2% |
| 6M | -5.6% | +48.1% | -53.7% | -18.3% |
| YTD | +5.2% | +22.0% | -16.8% | -3.1% |
| 1Y | +5.2% | +18.0% | -12.9% | -2.0% |
| 3Y | +55.5% | +93.1% | -37.6% | +18.8% |
| 5Y | +25.6% | +52.1% | -26.5% | +2.7% |
| 10Y | +110.8% | +212.0% | -101.2% | +22.4% |
| All | +92.0% | +342.5% | -250.5% | -3.4% |
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