+232.9%
VUG vs ALC
+32.2%
+200.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | +0.5% | +2.1% | -1.6% | -0.4% |
| 30D | -8.2% | +17.2% | -25.4% | -14.3% |
| 3M | -5.4% | +4.6% | -10.1% | -7.7% |
| 6M | -2.5% | +20.1% | -22.7% | -10.9% |
| YTD | +4.2% | -4.2% | +8.4% | +4.2% |
| 1Y | +5.0% | +2.1% | +3.0% | +1.8% |
| 3Y | +81.7% | +4.5% | +77.3% | +67.5% |
| 5Y | +62.5% | -12.3% | +74.9% | +60.9% |
| All | +232.9% | +32.2% | +200.7% | +159.7% |
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