+41.8%
ALM vs VLTO
+18.3%
+23.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.5% | +1.3% |
| 7D | -6.4% | +13.8% | -20.2% | -2.5% |
| 30D | -35.0% | +21.2% | -56.2% | -31.3% |
| 3M | -33.8% | +21.5% | -55.3% | -30.1% |
| 6M | -55.0% | +33.0% | -88.0% | -51.7% |
| YTD | -0.2% | +17.8% | -18.0% | +4.0% |
| 1Y | +41.8% | +18.1% | +23.7% | +46.3% |
| All | +41.8% | +18.3% | +23.5% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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