+202.7%
ALB vs VEU
+174.2%
+28.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -5.8% | +2.1% | -7.9% | -8.1% |
| 30D | -4.5% | -0.9% | -3.6% | -3.7% |
| 3M | -28.1% | -5.4% | -22.7% | -23.5% |
| 6M | -53.2% | -1.8% | -51.4% | -52.3% |
| YTD | -33.3% | +10.9% | -44.2% | -41.1% |
| 1Y | -17.4% | +13.6% | -31.0% | -28.9% |
| 3Y | -14.1% | +69.3% | -83.4% | -51.0% |
| 5Y | -64.0% | +48.1% | -112.1% | -75.4% |
| 10Y | +32.8% | +148.0% | -115.2% | -45.2% |
| All | +202.7% | +174.2% | +28.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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