+45.3%
VNQ vs ALC
+21.6%
+23.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.7% |
| 7D | -0.4% | -3.7% | +3.3% | +1.2% |
| 30D | -2.5% | -3.7% | +1.2% | -1.1% |
| 3M | +1.4% | +4.6% | -3.2% | -1.0% |
| 6M | +4.6% | -14.6% | +19.2% | +10.7% |
| YTD | +10.5% | -11.9% | +22.4% | +15.1% |
| 1Y | +8.4% | -13.1% | +21.5% | +13.2% |
| 3Y | +32.4% | -15.0% | +47.4% | +36.1% |
| 5Y | +5.5% | -16.2% | +21.7% | +6.6% |
| All | +45.3% | +21.6% | +23.7% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling