+108.6%
VEA vs ALC
+26.4%
+82.3%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +1.8% | -6.2% | +8.0% | +4.3% |
| 30D | -0.9% | +14.0% | -14.9% | -5.9% |
| 3M | -5.0% | -2.4% | -2.7% | -4.5% |
| 6M | 0.0% | +12.6% | -12.6% | -5.4% |
| YTD | +12.2% | -8.4% | +20.6% | +14.4% |
| 1Y | +14.7% | -9.1% | +23.9% | +17.3% |
| 3Y | +73.2% | -0.3% | +73.5% | +65.5% |
| 5Y | +53.7% | -9.9% | +63.6% | +50.7% |
| All | +108.6% | +26.4% | +82.3% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling