+128.2%
ADM vs VIG
+264.3%
-136.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.6% | +1.7% |
| 7D | +0.1% | -0.3% | +0.5% | +0.3% |
| 30D | -11.8% | +4.9% | -16.7% | -15.6% |
| 3M | -11.3% | +2.9% | -14.2% | -13.8% |
| 6M | -10.0% | +11.2% | -21.3% | -18.4% |
| YTD | +25.9% | +16.0% | +9.9% | +9.7% |
| 1Y | +26.7% | +17.0% | +9.7% | +9.5% |
| 3Y | +8.1% | +66.9% | -58.7% | -33.2% |
| 5Y | +23.5% | +65.8% | -42.3% | -24.0% |
| 10Y | +128.2% | +263.6% | -135.4% | -26.8% |
| All | +128.2% | +264.3% | -136.1% | -26.8% |
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 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