-44.6%
VG vs ALC
-15.7%
-28.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.2% | -4.1% | -0.9% |
| 7D | +14.0% | -1.1% | +15.1% | +14.0% |
| 30D | -1.0% | +16.0% | -17.0% | -2.2% |
| 3M | -2.7% | +0.8% | -3.5% | -2.1% |
| 6M | +1.5% | +16.8% | -15.4% | -1.0% |
| YTD | +93.7% | -5.5% | +99.2% | +92.8% |
| 1Y | +68.5% | -5.3% | +73.8% | +67.1% |
| All | -44.6% | -15.7% | -28.9% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling