+47.4%
VNQ vs ALC
+30.4%
+17.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -1.3% |
| 7D | +0.8% | -1.1% | +1.9% | +1.2% |
| 30D | +6.8% | +16.0% | -9.3% | +0.1% |
| 3M | -1.3% | +0.8% | -2.1% | -1.9% |
| 6M | +2.4% | +16.8% | -14.5% | -4.9% |
| YTD | +12.1% | -5.5% | +17.6% | +13.0% |
| 1Y | +12.0% | -5.3% | +17.2% | +12.6% |
| 3Y | +44.8% | +4.1% | +40.7% | +34.9% |
| 5Y | +6.9% | -7.1% | +13.9% | +3.1% |
| All | +47.4% | +30.4% | +17.0% | +10.6% |
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