+126.6%
VXUS vs ALLE
+331.3%
-204.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.7% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -5.8% | +20.6% | -26.4% | -12.3% |
| 3M | -6.4% | +11.4% | -17.8% | -10.4% |
| 6M | -2.5% | +42.5% | -45.1% | -15.2% |
| YTD | +7.9% | +18.9% | -11.0% | -0.1% |
| 1Y | +11.5% | +14.2% | -2.7% | +4.7% |
| 3Y | +63.4% | +90.7% | -27.2% | +23.7% |
| 5Y | +42.9% | +52.5% | -9.6% | +15.5% |
| 10Y | +138.9% | +231.2% | -92.3% | +37.5% |
| All | +126.6% | +331.3% | -204.7% | +20.0% |
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 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