+101.1%
AKAM vs VIG
+250.0%
-148.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.0% |
| 7D | +1.5% | -1.1% | +2.6% | +2.5% |
| 30D | -13.0% | -2.7% | -10.3% | -10.8% |
| 3M | -19.4% | +2.5% | -21.9% | -21.3% |
| 6M | +0.3% | +9.2% | -8.9% | -7.2% |
| YTD | +22.4% | +9.8% | +12.6% | +12.6% |
| 1Y | +34.8% | +12.4% | +22.4% | +21.6% |
| 3Y | +1.9% | +55.9% | -53.9% | -30.1% |
| 5Y | -4.6% | +63.9% | -68.5% | -37.4% |
| All | +101.1% | +250.0% | -148.9% | -35.0% |
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