-14.5%
ALC vs VEU
+56.9%
-71.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.7% |
| 7D | -2.1% | +1.1% | -3.2% | -3.1% |
| 30D | -0.1% | +2.2% | -2.3% | -2.0% |
| 3M | +5.9% | +3.0% | +2.9% | +2.5% |
| 6M | -15.9% | +10.9% | -26.8% | -24.7% |
| YTD | -10.1% | +18.2% | -28.3% | -24.6% |
| 1Y | -10.2% | +28.3% | -38.5% | -30.6% |
| 3Y | -13.6% | +74.6% | -88.2% | -51.1% |
| All | -14.5% | +56.9% | -71.4% | -47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling