+60.9%
VEA vs ALC
-17.4%
+78.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +0.3% | -5.3% | +5.6% | +2.2% |
| 30D | +0.4% | -7.1% | +7.5% | +2.9% |
| 3M | +4.8% | +0.8% | +4.0% | +4.1% |
| 6M | +11.3% | -16.0% | +27.2% | +17.5% |
| YTD | +17.4% | -12.7% | +30.1% | +22.0% |
| 1Y | +26.2% | -12.8% | +39.0% | +30.9% |
| 3Y | +77.7% | -15.8% | +93.6% | +83.0% |
| 5Y | +60.9% | -16.7% | +77.6% | +60.1% |
| All | +60.9% | -17.4% | +78.4% | +60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling