+31.0%
VNQ vs ALC
-16.2%
+47.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -0.9% | -5.3% | +4.4% | +0.7% |
| 30D | -2.2% | -7.1% | +4.8% | -0.1% |
| 3M | -1.9% | +0.8% | -2.7% | -2.5% |
| 6M | +3.2% | -16.0% | +19.2% | +8.4% |
| YTD | +9.4% | -12.7% | +22.1% | +13.1% |
| 1Y | +7.5% | -12.8% | +20.4% | +11.0% |
| All | +31.0% | -16.2% | +47.2% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling