+51.8%
VG vs ALC
+4.2%
+47.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +6.8% | -14.5% | -4.4% |
| 7D | -16.4% | +10.7% | -27.1% | -11.9% |
| 30D | -10.8% | +20.2% | -31.0% | -2.5% |
| 3M | -6.3% | +8.9% | -15.2% | -1.0% |
| 6M | -12.5% | +5.7% | -18.2% | -9.8% |
| YTD | +76.9% | -1.4% | +78.3% | +70.1% |
| 1Y | +51.8% | +4.7% | +47.1% | +47.2% |
| All | +51.8% | +4.2% | +47.6% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling