+115.6%
VEA vs ALC
+17.1%
+98.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.2% |
| 7D | -2.1% | -7.7% | +5.6% | +0.9% |
| 30D | -1.1% | -11.7% | +10.6% | +3.7% |
| 3M | +5.1% | +0.7% | +4.4% | +4.2% |
| 6M | +9.8% | -17.1% | +26.9% | +17.0% |
| YTD | +15.9% | -15.1% | +31.1% | +22.1% |
| 1Y | +24.6% | -14.1% | +38.7% | +30.2% |
| 3Y | +75.5% | -18.2% | +93.7% | +82.9% |
| 5Y | +59.4% | -19.2% | +78.6% | +63.4% |
| All | +115.6% | +17.1% | +98.5% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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