+113.0%
VWO vs ALM
+2,589.2%
-2,476.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.9% |
| 7D | -1.8% | -11.8% | +10.1% | -1.5% |
| 30D | -0.1% | +7.8% | -7.9% | -0.4% |
| 3M | +2.2% | -9.3% | +11.5% | +2.3% |
| 6M | +8.8% | -30.5% | +39.2% | +9.1% |
| YTD | +12.4% | +75.8% | -63.4% | +10.7% |
| 1Y | +15.6% | +241.2% | -225.6% | +12.2% |
| 3Y | +62.5% | +1,872.6% | -1,810.1% | +51.5% |
| 5Y | +34.3% | +849.6% | -815.3% | +26.1% |
| All | +113.0% | +2,589.2% | -2,476.2% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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