+171.7%
ADM vs VIG
+247.5%
-75.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.8% |
| 7D | +3.0% | -2.2% | +5.2% | +5.0% |
| 30D | +8.7% | -3.2% | +11.9% | +11.7% |
| 3M | +7.6% | +3.0% | +4.6% | +4.6% |
| 6M | +26.9% | +8.1% | +18.7% | +17.9% |
| YTD | +54.3% | +9.1% | +45.2% | +42.2% |
| 1Y | +45.7% | +12.6% | +33.1% | +30.3% |
| 3Y | +21.9% | +55.4% | -33.5% | -19.6% |
| 5Y | +67.2% | +62.8% | +4.4% | +4.4% |
| All | +171.7% | +247.5% | -75.9% | -6.6% |
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