+9.8%
ALM vs VEU
+12.6%
-2.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.9% | -5.6% | -4.1% |
| 7D | -4.0% | +2.4% | -6.4% | -9.5% |
| 30D | -30.5% | -2.0% | -28.5% | -25.7% |
| 3M | -46.9% | -5.1% | -41.8% | -37.3% |
| 6M | -65.5% | -0.7% | -64.8% | -62.2% |
| YTD | -13.4% | +11.0% | -24.4% | -26.4% |
| 1Y | +9.8% | +12.4% | -2.6% | -9.7% |
| All | +9.8% | +12.6% | -2.9% | -9.7% |
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