+26.7%
ALM vs VLTO
+18.3%
+8.4%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.3% |
| 7D | -6.7% | +5.4% | -12.1% | -5.2% |
| 30D | -32.9% | +22.3% | -55.2% | -29.2% |
| 3M | -39.5% | +19.6% | -59.1% | -36.4% |
| 6M | -62.0% | +35.2% | -97.1% | -59.6% |
| YTD | -7.8% | +17.9% | -25.7% | -4.1% |
| 1Y | +26.7% | +19.5% | +7.2% | +29.4% |
| All | +26.7% | +18.3% | +8.4% | +29.4% |
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