+47.7%
VXUS vs ALLE
+53.5%
-5.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | -2.5% | +25.9% | -28.5% | -9.2% |
| 3M | -4.6% | +14.9% | -19.5% | -8.7% |
| 6M | -2.6% | +42.1% | -44.7% | -13.2% |
| YTD | +10.4% | +20.4% | -10.0% | +3.2% |
| 1Y | +12.9% | +14.9% | -2.0% | +7.2% |
| 3Y | +68.4% | +90.1% | -21.7% | +31.5% |
| 5Y | +47.7% | +53.0% | -5.3% | +20.8% |
| All | +47.7% | +53.5% | -5.8% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling