+1.4%
ALC vs VLTO
+56.1%
-54.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | +2.1% | +2.0% | 0.0% | +1.2% |
| 30D | +17.2% | +21.8% | -4.6% | +7.9% |
| 3M | +4.6% | +20.2% | -15.6% | -3.2% |
| 6M | +20.1% | +36.3% | -16.2% | +5.5% |
| YTD | -4.2% | +18.8% | -23.0% | -11.4% |
| 1Y | +2.1% | +20.4% | -18.3% | -6.2% |
| 3Y | +4.5% | +71.9% | -67.4% | -12.5% |
| All | +1.4% | +56.1% | -54.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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