+63.9%
VWO vs ALC
-16.2%
+80.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +0.2% | -5.3% | +5.4% | +1.2% |
| 30D | +0.9% | -7.1% | +8.0% | +2.3% |
| 3M | +4.3% | +0.8% | +3.5% | +3.8% |
| 6M | +10.5% | -16.0% | +26.5% | +14.5% |
| YTD | +13.4% | -12.7% | +26.1% | +16.3% |
| 1Y | +18.6% | -12.8% | +31.4% | +21.5% |
| All | +63.9% | -16.2% | +80.1% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling