+34.4%
ALC vs VT
+135.8%
-101.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | +2.4% |
| 7D | +7.6% | -4.2% | +11.8% | +11.4% |
| 30D | +21.1% | -5.8% | +26.9% | +27.1% |
| 3M | +8.5% | -5.2% | +13.7% | +13.2% |
| 6M | +2.8% | +0.1% | +2.7% | +1.6% |
| YTD | -2.4% | +8.2% | -10.6% | -9.9% |
| 1Y | +3.5% | +10.1% | -6.6% | -6.0% |
| 3Y | +4.2% | +69.7% | -65.5% | -35.2% |
| 5Y | -9.0% | +53.4% | -62.4% | -38.5% |
| All | +34.4% | +135.8% | -101.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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