+35.8%
ALC vs VT
+145.8%
-110.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +5.4% |
| 7D | +10.7% | -0.3% | +11.0% | +11.0% |
| 30D | +20.2% | -1.4% | +21.6% | +21.6% |
| 3M | +8.9% | -1.4% | +10.3% | +10.0% |
| 6M | +5.7% | +5.5% | +0.3% | +0.1% |
| YTD | -1.4% | +12.8% | -14.3% | -12.0% |
| 1Y | +4.7% | +15.4% | -10.7% | -8.4% |
| 3Y | +5.2% | +76.9% | -71.7% | -36.7% |
| 5Y | -8.3% | +60.4% | -68.7% | -40.2% |
| All | +35.8% | +145.8% | -110.0% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling