+74.3%
VWO vs ALC
+24.0%
+50.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.4% |
| 7D | +1.1% | -2.1% | +3.2% | +1.7% |
| 30D | +2.4% | -0.1% | +2.5% | +2.3% |
| 3M | +2.0% | +5.9% | -3.9% | -0.4% |
| 6M | +10.7% | -15.9% | +26.6% | +16.4% |
| YTD | +14.4% | -10.1% | +24.5% | +17.3% |
| 1Y | +22.7% | -10.2% | +32.9% | +25.5% |
| 3Y | +64.2% | -13.6% | +77.8% | +66.4% |
| 5Y | +35.8% | -15.1% | +50.9% | +36.0% |
| All | +74.3% | +24.0% | +50.3% | +44.7% |
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 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