+177.0%
VEA vs ALM
+3,551.9%
-3,374.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.7% | -7.7% | 0.0% |
| 7D | +2.3% | +1.2% | +1.0% | +2.3% |
| 30D | +0.2% | -19.3% | +19.5% | +0.3% |
| 3M | -5.3% | -40.6% | +35.3% | -5.2% |
| 6M | -0.9% | -57.9% | +57.0% | -0.7% |
| YTD | +12.2% | -6.7% | +18.9% | +12.2% |
| 1Y | +16.1% | +20.2% | -4.1% | +16.0% |
| 3Y | +73.0% | +879.4% | -806.5% | +72.2% |
| 5Y | +53.7% | +415.3% | -361.6% | +53.0% |
| 10Y | +159.3% | +2,100.8% | -1,941.5% | +157.8% |
| All | +177.0% | +3,551.9% | -3,374.9% | +174.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling