+42.6%
VNQ vs ALC
+17.1%
+25.5%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.9% | +0.3% |
| 7D | -2.6% | -7.7% | +5.0% | +0.7% |
| 30D | -2.3% | -11.7% | +9.3% | +2.8% |
| 3M | -2.8% | +0.7% | -3.5% | -3.5% |
| 6M | +2.5% | -17.1% | +19.6% | +9.9% |
| YTD | +8.4% | -15.1% | +23.6% | +14.7% |
| 1Y | +6.8% | -14.1% | +20.9% | +11.9% |
| 3Y | +29.9% | -18.2% | +48.1% | +35.7% |
| 5Y | +7.2% | -19.2% | +26.4% | +10.0% |
| All | +42.6% | +17.1% | +25.5% | +12.3% |
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