+316.4%
ALM vs VEU
+28.8%
+287.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -2.9% |
| 7D | -2.6% | +1.1% | -3.8% | -5.4% |
| 30D | +32.0% | +2.2% | +29.8% | +25.7% |
| 3M | -15.0% | +3.0% | -18.0% | -18.4% |
| 6M | -10.1% | +10.9% | -21.0% | -25.2% |
| YTD | +99.4% | +18.2% | +81.2% | +43.8% |
| 1Y | +316.4% | +28.3% | +288.1% | +133.0% |
| All | +316.4% | +28.8% | +287.5% | +133.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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