+94.8%
VXUS vs ALC
+30.3%
+64.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.2% |
| 7D | +0.5% | +2.3% | -1.8% | -0.4% |
| 30D | -2.5% | +15.5% | -18.1% | -7.7% |
| 3M | -4.6% | +0.6% | -5.2% | -5.2% |
| 6M | -2.6% | +18.4% | -21.0% | -9.4% |
| YTD | +10.4% | -5.6% | +15.9% | +11.3% |
| 1Y | +12.9% | 0.0% | +12.8% | +11.0% |
| 3Y | +68.4% | +2.8% | +65.6% | +59.3% |
| 5Y | +47.7% | -8.8% | +56.4% | +44.2% |
| All | +94.8% | +30.3% | +64.5% | +55.4% |
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