+20.2%
ALC vs VCLT
+8.8%
+11.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -7.1% | +0.1% | -7.2% | -7.1% |
| 3M | +0.8% | -2.9% | +3.7% | +2.4% |
| 6M | -16.0% | -4.0% | -12.0% | -14.1% |
| YTD | -12.7% | -2.2% | -10.5% | -11.6% |
| 1Y | -12.8% | -2.6% | -10.2% | -11.6% |
| 3Y | -15.8% | +12.3% | -28.1% | -20.5% |
| 5Y | -16.7% | -16.4% | -0.3% | -12.8% |
| All | +20.2% | +8.8% | +11.4% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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