+41.6%
AA vs VIG
+262.6%
-221.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +0.5% | +3.5% | -3.0% | -4.9% |
| 30D | -0.6% | +4.9% | -5.5% | -8.1% |
| 3M | -19.7% | +2.5% | -22.2% | -22.9% |
| 6M | -41.6% | +11.0% | -52.6% | -50.5% |
| YTD | -24.6% | +16.0% | -40.6% | -40.7% |
| 1Y | +4.9% | +17.5% | -12.7% | -19.0% |
| 3Y | +66.8% | +67.0% | -0.2% | -24.1% |
| 5Y | -19.4% | +64.8% | -84.2% | -61.3% |
| All | +41.6% | +262.6% | -221.1% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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