+71.2%
VWO vs ALC
+16.1%
+55.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -1.8% | -6.3% | +4.6% | +0.3% |
| 30D | -0.1% | -10.3% | +10.2% | +3.4% |
| 3M | +2.2% | -0.7% | +3.0% | +2.0% |
| 6M | +8.8% | -17.8% | +26.6% | +15.1% |
| YTD | +12.4% | -15.8% | +28.2% | +17.7% |
| 1Y | +15.6% | -16.7% | +32.3% | +21.2% |
| 3Y | +62.5% | -19.7% | +82.3% | +68.8% |
| 5Y | +34.3% | -19.8% | +54.1% | +36.9% |
| All | +71.2% | +16.1% | +55.1% | +45.2% |
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