+451.7%
ALB vs VIG
+648.1%
-196.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.6% | -3.7% |
| 7D | +9.5% | +0.4% | +9.0% | +8.4% |
| 30D | -2.1% | +4.3% | -6.4% | -8.5% |
| 3M | -24.1% | +2.0% | -26.2% | -26.8% |
| 6M | -51.0% | +10.2% | -61.2% | -57.8% |
| YTD | -29.3% | +14.8% | -44.1% | -42.6% |
| 1Y | +3.2% | +17.5% | -14.3% | -18.8% |
| 3Y | -9.3% | +67.4% | -76.7% | -55.5% |
| 5Y | -61.6% | +63.4% | -125.0% | -80.0% |
| 10Y | +40.8% | +259.9% | -219.1% | -76.0% |
| All | +451.7% | +648.1% | -196.4% | -66.1% |
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