+7,705.7%
ALM vs VEU
+175.2%
+7,530.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.8% |
| 7D | -2.6% | +1.1% | -3.8% | -3.3% |
| 30D | +32.0% | +2.2% | +29.8% | +30.6% |
| 3M | -15.0% | +3.0% | -18.0% | -15.4% |
| 6M | -10.1% | +10.9% | -21.0% | -13.1% |
| YTD | +99.4% | +18.2% | +81.2% | +87.5% |
| 1Y | +316.4% | +28.3% | +288.1% | +278.5% |
| 3Y | +2,022.0% | +74.6% | +1,947.4% | +1,608.7% |
| 5Y | +941.2% | +56.4% | +884.8% | +769.8% |
| 10Y | +2,950.3% | +153.0% | +2,797.3% | +1,958.0% |
| All | +7,705.7% | +175.2% | +7,530.6% | +1,652.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling