+161.1%
VEA vs ALM
+2,589.2%
-2,428.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.3% |
| 7D | -1.5% | -11.8% | +10.4% | -1.1% |
| 30D | -0.8% | +7.8% | -8.6% | -1.2% |
| 3M | +2.5% | -9.3% | +11.7% | +2.5% |
| 6M | +11.1% | -30.5% | +41.6% | +11.6% |
| YTD | +17.2% | +75.8% | -58.7% | +14.9% |
| 1Y | +24.5% | +241.2% | -216.7% | +19.8% |
| 3Y | +75.4% | +1,872.6% | -1,797.2% | +60.2% |
| 5Y | +61.1% | +849.6% | -788.5% | +48.4% |
| All | +161.1% | +2,589.2% | -2,428.2% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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