+127.0%
VXUS vs ALLE
+327.3%
-200.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.5% |
| 7D | -1.8% | -0.6% | -1.2% | -1.6% |
| 30D | -4.6% | +25.3% | -29.9% | -12.3% |
| 3M | -6.1% | +10.3% | -16.4% | -9.7% |
| 6M | -4.9% | +38.0% | -42.9% | -16.3% |
| YTD | +8.1% | +17.8% | -9.7% | +0.3% |
| 1Y | +12.1% | +13.6% | -1.5% | +5.4% |
| 3Y | +63.9% | +89.2% | -25.3% | +24.3% |
| 5Y | +43.1% | +51.1% | -7.9% | +16.1% |
| 10Y | +139.2% | +228.1% | -88.9% | +38.2% |
| All | +127.0% | +327.3% | -200.3% | +20.6% |
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