+600.5%
ALB vs VIG
+623.5%
-23.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -4.0% | -3.8% |
| 7D | -8.1% | -0.4% | -7.6% | -7.5% |
| 30D | +6.3% | -1.0% | +7.2% | +7.8% |
| 3M | -23.6% | +2.8% | -26.3% | -26.6% |
| 6M | -24.6% | +8.2% | -32.8% | -33.0% |
| YTD | -10.3% | +11.0% | -21.3% | -23.0% |
| 1Y | +61.5% | +16.1% | +45.3% | +30.1% |
| 3Y | -34.0% | +56.2% | -90.1% | -63.9% |
| 5Y | -44.6% | +63.0% | -107.6% | -70.8% |
| 10Y | +76.1% | +241.4% | -165.3% | -67.4% |
| All | +600.5% | +623.5% | -23.0% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling