+16.8%
ALCO vs VT
+21.4%
-4.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -0.6% | +1.0% | -1.6% | -0.7% |
| 30D | +4.0% | -0.2% | +4.3% | +4.1% |
| 3M | -2.3% | +4.5% | -6.8% | -3.3% |
| 6M | -0.9% | +14.1% | -15.0% | -5.1% |
| YTD | +9.7% | +14.8% | -5.1% | +4.5% |
| 1Y | +16.8% | +21.2% | -4.3% | +5.3% |
| All | +16.8% | +21.4% | -4.5% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling