+236.1%
ALNY vs VWO
+117.1%
+119.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -6.5% | -1.8% | -4.8% | -5.4% |
| 30D | +11.0% | -0.1% | +11.1% | +11.2% |
| 3M | -14.1% | +2.2% | -16.3% | -15.9% |
| 6M | -22.4% | +8.8% | -31.1% | -27.6% |
| YTD | -37.5% | +12.4% | -49.9% | -43.1% |
| 1Y | -46.9% | +15.6% | -62.5% | -52.7% |
| 3Y | +22.1% | +62.5% | -40.5% | -15.0% |
| 5Y | +31.2% | +34.3% | -3.1% | +3.4% |
| All | +236.1% | +117.1% | +119.0% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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