+2,327.9%
ALM vs VEU
+77.0%
+2,250.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.4% |
| 7D | +8.4% | +1.7% | +6.8% | +5.6% |
| 30D | +34.8% | +1.0% | +33.9% | +33.2% |
| 3M | +16.2% | +5.6% | +10.6% | +8.9% |
| 6M | +2.1% | +13.7% | -11.5% | -9.6% |
| YTD | +117.0% | +17.7% | +99.3% | +86.0% |
| 1Y | +313.9% | +25.8% | +288.1% | +234.6% |
| 3Y | +2,327.9% | +77.1% | +2,250.8% | +1,642.6% |
| All | +2,327.9% | +77.0% | +2,250.9% | +1,642.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling