+247.0%
VUG vs ALC
+21.6%
+225.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.5% |
| 7D | +0.9% | -3.7% | +4.5% | +2.4% |
| 30D | -1.4% | -3.7% | +2.3% | 0.0% |
| 3M | +2.3% | +4.6% | -2.2% | -0.2% |
| 6M | +15.7% | -14.6% | +30.3% | +22.4% |
| YTD | +8.6% | -11.9% | +20.5% | +13.0% |
| 1Y | +14.1% | -13.1% | +27.2% | +19.0% |
| 3Y | +87.9% | -15.0% | +102.9% | +92.0% |
| 5Y | +76.3% | -16.2% | +92.5% | +78.0% |
| All | +247.0% | +21.6% | +225.4% | +181.5% |
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