+147.5%
VXUS vs ALLE
+260.9%
-113.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | +2.2% | -6.8% | +9.0% | +4.8% |
| 3M | +3.0% | +21.0% | -18.1% | -4.6% |
| 6M | +10.7% | +1.1% | +9.6% | +9.4% |
| YTD | +17.8% | -0.5% | +18.4% | +16.7% |
| 1Y | +27.6% | -7.3% | +34.8% | +29.5% |
| 3Y | +73.3% | +42.3% | +31.0% | +46.7% |
| 5Y | +54.3% | +13.5% | +40.9% | +39.7% |
| 10Y | +149.8% | +144.0% | +5.8% | +61.7% |
| All | +147.5% | +260.9% | -113.3% | +40.3% |
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