+3,219.4%
ALM vs VO
+192.5%
+3,027.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.6% | +9.4% | +9.1% |
| 7D | +8.4% | +0.6% | +7.8% | +8.1% |
| 30D | +34.8% | -1.1% | +35.9% | +35.5% |
| 3M | +16.2% | +4.5% | +11.7% | +14.0% |
| 6M | +2.1% | +11.1% | -8.9% | -1.7% |
| YTD | +117.0% | +13.5% | +103.5% | +107.5% |
| 1Y | +313.9% | +14.5% | +299.4% | +295.5% |
| 3Y | +2,327.9% | +58.1% | +2,269.8% | +1,978.9% |
| 5Y | +1,040.6% | +43.3% | +997.4% | +896.8% |
| 10Y | +3,219.4% | +193.2% | +3,026.2% | +2,367.3% |
| All | +3,219.4% | +192.5% | +3,027.0% | +2,367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling