+23.8%
ALC vs VEU
+109.5%
-85.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.6% |
| 7D | -2.1% | +1.1% | -3.2% | -3.0% |
| 30D | -0.1% | +2.2% | -2.3% | -2.0% |
| 3M | +5.9% | +3.0% | +2.9% | +2.6% |
| 6M | -15.9% | +10.9% | -26.8% | -24.1% |
| YTD | -10.1% | +18.2% | -28.3% | -23.5% |
| 1Y | -10.2% | +28.3% | -38.5% | -29.0% |
| 3Y | -13.6% | +74.6% | -88.2% | -48.0% |
| 5Y | -15.1% | +56.4% | -71.5% | -44.2% |
| All | +23.8% | +109.5% | -85.7% | -38.7% |
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