+272.4%
ALM vs VEU
+22.8%
+249.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -6.4% |
| 7D | -7.1% | -1.9% | -5.2% | -2.3% |
| 30D | +24.7% | -0.7% | +25.4% | +27.8% |
| 3M | +8.3% | +4.9% | +3.4% | -1.2% |
| 6M | -22.2% | +9.8% | -32.0% | -32.4% |
| YTD | +88.1% | +15.3% | +72.8% | +46.4% |
| 1Y | +272.4% | +23.0% | +249.3% | +157.9% |
| All | +272.4% | +22.8% | +249.5% | +157.9% |
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