+54.0%
VEA vs ALM
+410.2%
-356.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | -0.4% |
| 7D | +2.3% | +1.2% | +1.0% | +2.2% |
| 30D | +0.2% | -19.3% | +19.5% | +1.2% |
| 3M | -5.3% | -40.6% | +35.3% | -3.1% |
| 6M | -0.9% | -57.9% | +57.0% | +2.6% |
| YTD | +12.2% | -6.7% | +18.9% | +12.4% |
| 1Y | +16.1% | +20.2% | -4.1% | +15.1% |
| 3Y | +73.0% | +879.4% | -806.5% | +55.9% |
| All | +54.0% | +410.2% | -356.3% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling