+236.1%
ALNY vs VNQ
+64.0%
+172.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | -6.5% | -1.3% | -5.3% | -5.9% |
| 30D | +11.0% | -2.6% | +13.6% | +12.6% |
| 3M | -14.1% | -2.0% | -12.0% | -13.0% |
| 6M | -22.4% | +4.3% | -26.7% | -24.0% |
| YTD | -37.5% | +9.2% | -46.7% | -40.2% |
| 1Y | -46.9% | +5.6% | -52.5% | -48.5% |
| 3Y | +22.1% | +30.8% | -8.8% | +5.5% |
| 5Y | +31.2% | +8.0% | +23.2% | +23.6% |
| All | +236.1% | +64.0% | +172.1% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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