+31.6%
ALC vs VT
+136.3%
-104.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.3% |
| 7D | +4.9% | -2.3% | +7.2% | +6.9% |
| 30D | +19.0% | -5.0% | +23.9% | +23.9% |
| 3M | +7.8% | -4.9% | +12.6% | +12.1% |
| 6M | +14.6% | -1.5% | +16.1% | +15.1% |
| YTD | -4.4% | +8.5% | -12.9% | -12.0% |
| 1Y | +1.4% | +11.4% | -10.0% | -8.7% |
| 3Y | +2.5% | +70.1% | -67.6% | -36.3% |
| 5Y | -10.9% | +53.7% | -64.6% | -39.9% |
| All | +31.6% | +136.3% | -104.7% | -37.7% |
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