+20.2%
ALC vs VO
+121.3%
-101.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.4% |
| 7D | -5.3% | -0.6% | -4.7% | -4.8% |
| 30D | -7.1% | -1.9% | -5.1% | -5.7% |
| 3M | +0.8% | +3.3% | -2.5% | -1.7% |
| 6M | -16.0% | +9.7% | -25.7% | -21.8% |
| YTD | -12.7% | +12.6% | -25.4% | -20.4% |
| 1Y | -12.8% | +13.6% | -26.5% | -21.0% |
| 3Y | -15.8% | +56.8% | -72.7% | -40.3% |
| 5Y | -16.7% | +42.3% | -58.9% | -36.8% |
| All | +20.2% | +121.3% | -101.1% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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