+2,327.9%
ALM vs VCLT
+12.2%
+2,315.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.9% |
| 7D | +8.4% | +0.3% | +8.1% | +8.0% |
| 30D | +34.8% | -0.6% | +35.4% | +35.5% |
| 3M | +16.2% | -2.2% | +18.5% | +19.4% |
| 6M | +2.1% | -2.9% | +5.0% | +6.3% |
| YTD | +117.0% | -2.1% | +119.1% | +123.2% |
| 1Y | +313.9% | -2.6% | +316.4% | +329.5% |
| 3Y | +2,327.9% | +12.5% | +2,315.4% | +1,986.5% |
| All | +2,327.9% | +12.2% | +2,315.7% | +1,986.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling