-45.4%
ALB vs VIG
+63.0%
-108.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.1% | -4.7% |
| 7D | -6.6% | -1.1% | -5.6% | -4.9% |
| 30D | -8.1% | -2.7% | -5.4% | -3.7% |
| 3M | -25.7% | +2.5% | -28.2% | -29.2% |
| 6M | -29.5% | +9.2% | -38.7% | -39.8% |
| YTD | -16.2% | +9.8% | -26.0% | -29.0% |
| 1Y | +59.2% | +12.4% | +46.9% | +30.2% |
| 3Y | -33.7% | +55.9% | -89.6% | -67.4% |
| All | -45.4% | +63.0% | -108.4% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling