+85.8%
ALB vs VIG
+249.2%
-163.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.1% |
| 7D | -8.6% | -1.2% | -7.4% | -7.0% |
| 30D | -4.0% | -2.8% | -1.2% | 0.0% |
| 3M | -17.4% | +2.5% | -19.8% | -20.4% |
| 6M | -25.4% | +8.1% | -33.5% | -33.6% |
| YTD | -10.5% | +9.6% | -20.1% | -21.7% |
| 1Y | +75.8% | +14.2% | +61.7% | +45.5% |
| 3Y | -28.5% | +56.1% | -84.6% | -60.4% |
| 5Y | -45.1% | +62.8% | -107.9% | -70.6% |
| All | +85.8% | +249.2% | -163.3% | -59.8% |
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 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