+2,776.7%
ALM vs VCLT
+17.0%
+2,759.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.2% | -8.4% | -9.1% |
| 7D | -7.1% | -1.3% | -5.8% | -6.6% |
| 30D | +24.7% | -1.1% | +25.8% | +25.2% |
| 3M | +8.3% | -3.7% | +12.0% | +10.0% |
| 6M | -22.2% | -4.0% | -18.2% | -20.7% |
| YTD | +88.1% | -3.4% | +91.5% | +91.1% |
| 1Y | +272.4% | -4.1% | +276.5% | +279.8% |
| 3Y | +2,004.1% | +11.0% | +1,993.1% | +1,952.9% |
| 5Y | +915.8% | -17.0% | +932.8% | +948.4% |
| All | +2,776.7% | +17.0% | +2,759.7% | +2,434.1% |
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