+207.2%
ALB vs VEU
+174.2%
+33.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.6% | -3.4% |
| 7D | +5.3% | +0.5% | +4.7% | +4.3% |
| 30D | -6.3% | -2.3% | -4.0% | -3.9% |
| 3M | -27.4% | -4.4% | -23.0% | -23.7% |
| 6M | -53.1% | -2.2% | -50.9% | -52.0% |
| YTD | -32.3% | +10.9% | -43.3% | -40.2% |
| 1Y | -7.3% | +13.4% | -20.7% | -20.1% |
| 3Y | -14.9% | +69.7% | -84.6% | -51.6% |
| 5Y | -62.0% | +50.0% | -112.0% | -74.4% |
| 10Y | +33.0% | +145.8% | -112.7% | -44.6% |
| All | +207.2% | +174.2% | +33.0% | +10.0% |
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