+358.7%
ALAB vs VIG
+37.4%
+321.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.9% | -4.2% |
| 7D | +0.6% | -2.2% | +2.8% | +6.1% |
| 30D | -8.8% | -3.2% | -5.6% | -1.6% |
| 3M | -14.0% | +3.0% | -17.0% | -19.7% |
| 6M | +144.3% | +8.1% | +136.1% | +106.1% |
| YTD | +71.0% | +9.1% | +62.0% | +42.2% |
| 1Y | +23.5% | +12.6% | +10.9% | -3.9% |
| All | +358.7% | +37.4% | +321.3% | +150.9% |
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