-12.3%
ALC vs VCLT
-17.3%
+4.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +2.1% | +1.2% | +0.8% | +1.2% |
| 30D | +17.2% | +3.4% | +13.8% | +14.5% |
| 3M | +4.6% | -0.9% | +5.5% | +5.3% |
| 6M | +20.1% | -3.1% | +23.3% | +22.9% |
| YTD | -4.2% | -2.4% | -1.8% | -2.5% |
| 1Y | +2.1% | -2.7% | +4.7% | +4.1% |
| 3Y | +4.5% | +16.9% | -12.4% | -6.0% |
| 5Y | -12.3% | -17.0% | +4.6% | -8.6% |
| All | -12.3% | -17.3% | +4.9% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling