+38.6%
ALB vs VMC
+125.2%
-86.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -5.8% | -1.3% | -4.5% | -5.2% |
| 30D | -4.5% | +15.5% | -20.0% | -11.7% |
| 3M | -28.1% | +0.6% | -28.7% | -28.7% |
| 6M | -53.2% | +2.1% | -55.2% | -54.3% |
| YTD | -33.3% | -1.6% | -31.7% | -34.7% |
| 1Y | -17.4% | -1.2% | -16.3% | -19.3% |
| 3Y | -14.1% | +35.3% | -49.5% | -28.6% |
| 5Y | -64.0% | +43.6% | -107.6% | -71.2% |
| All | +38.6% | +125.2% | -86.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling