-10.1%
ALM vs VEU
+11.6%
-21.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -3.0% |
| 7D | -2.6% | +1.1% | -3.8% | -5.8% |
| 30D | +32.0% | +2.2% | +29.8% | +24.7% |
| 3M | -15.0% | +3.0% | -18.0% | -19.2% |
| 6M | -10.1% | +10.9% | -21.0% | -27.8% |
| All | -10.1% | +11.6% | -21.8% | -27.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling