+96.6%
VXUS vs ALC
+27.5%
+69.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | -0.5% | -6.3% | +5.7% | +1.8% |
| 30D | -1.2% | +12.6% | -13.8% | -5.6% |
| 3M | -3.8% | -3.8% | 0.0% | -2.8% |
| 6M | -1.7% | +16.8% | -18.5% | -8.1% |
| YTD | +11.4% | -7.6% | +19.0% | +13.2% |
| 1Y | +13.3% | -5.9% | +19.2% | +14.1% |
| 3Y | +70.0% | +0.6% | +69.4% | +62.0% |
| 5Y | +48.1% | -9.5% | +57.5% | +44.8% |
| All | +96.6% | +27.5% | +69.2% | +58.1% |
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