-7.6%
ALC vs VO
+36.2%
-43.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -1.1% | +3.1% | -4.2% | -3.7% |
| 30D | +16.0% | +2.2% | +13.9% | +13.8% |
| 3M | +0.8% | -2.5% | +3.3% | +2.8% |
| 6M | +16.8% | +7.0% | +9.9% | +10.0% |
| YTD | -5.5% | +14.0% | -19.5% | -15.8% |
| 1Y | -5.3% | +15.6% | -20.9% | -16.6% |
| 3Y | +4.1% | +66.2% | -62.1% | -33.1% |
| All | -7.6% | +36.2% | -43.8% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling