+248.5%
ALAB vs VIG
+45.0%
+203.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.9% |
| 7D | -7.5% | +1.0% | -8.4% | -8.2% |
| 30D | -36.8% | +4.5% | -41.4% | -42.5% |
| 3M | -31.9% | +2.1% | -33.9% | -34.3% |
| 6M | +8.2% | +10.5% | -2.3% | -12.6% |
| YTD | +29.9% | +15.1% | +14.9% | -3.6% |
| 1Y | +24.4% | +16.9% | +7.5% | -10.3% |
| All | +248.5% | +45.0% | +203.5% | +70.1% |
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