+18.6%
ALG price history and return analytics
+66.2%
-47.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +5.1% | +1.0% | +4.1% | +4.2% |
| 30D | +2.2% | -0.2% | +2.5% | +2.4% |
| 3M | +14.7% | +4.5% | +10.2% | +10.0% |
| 6M | +3.0% | +14.1% | -11.0% | -9.0% |
| YTD | +3.4% | +14.8% | -11.4% | -9.0% |
| 1Y | -17.9% | +21.2% | -39.1% | -31.4% |
| 3Y | +4.8% | +76.6% | -71.8% | -37.6% |
| 5Y | +18.6% | +66.6% | -48.0% | -25.3% |
| All | +18.6% | +66.2% | -47.6% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling