+80.2%
ALB vs VIG
+247.5%
-167.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.3% |
| 7D | -7.6% | -2.2% | -5.4% | -4.5% |
| 30D | -5.6% | -3.2% | -2.4% | -1.0% |
| 3M | -16.8% | +3.0% | -19.9% | -20.5% |
| 6M | -26.3% | +8.1% | -34.4% | -34.4% |
| YTD | -13.2% | +9.1% | -22.3% | -23.5% |
| 1Y | +68.8% | +12.6% | +56.2% | +42.6% |
| 3Y | -30.7% | +55.4% | -86.1% | -61.3% |
| 5Y | -46.3% | +62.8% | -109.1% | -71.2% |
| All | +80.2% | +247.5% | -167.3% | -60.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling