-39.0%
AA vs VIG
+650.0%
-689.0%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.8% |
| 7D | +1.2% | +1.0% | +0.3% | -0.3% |
| 30D | -5.0% | +4.5% | -9.5% | -12.0% |
| 3M | -22.2% | +2.1% | -24.3% | -25.0% |
| 6M | -36.3% | +10.5% | -46.8% | -46.1% |
| YTD | -24.2% | +15.1% | -39.3% | -40.3% |
| 1Y | +3.9% | +16.9% | -13.0% | -20.1% |
| 3Y | +67.6% | +65.6% | +2.0% | -26.6% |
| 5Y | -8.8% | +64.4% | -73.2% | -58.1% |
| 10Y | +45.0% | +260.6% | -215.7% | -82.0% |
| All | -39.0% | +650.0% | -689.0% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling