+2,084.7%
ALM vs VCLT
+21.9%
+2,062.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -7.2% | -0.6% | -6.6% | -6.9% |
| 30D | -26.4% | +2.8% | -29.1% | -27.2% |
| 3M | -38.6% | -0.4% | -38.2% | -38.4% |
| 6M | -61.0% | -3.1% | -57.9% | -60.3% |
| YTD | -7.4% | -2.7% | -4.7% | -6.0% |
| 1Y | +14.0% | -3.7% | +17.6% | +16.2% |
| 3Y | +844.4% | +15.6% | +828.9% | +809.9% |
| 5Y | +410.8% | -15.8% | +426.6% | +430.2% |
| 10Y | +2,084.7% | +23.0% | +2,061.7% | +1,631.1% |
| All | +2,084.7% | +21.9% | +2,062.9% | +1,631.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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