+20.2%
ALC vs VIG
+146.7%
-126.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -5.3% | -1.2% | -4.1% | -4.3% |
| 30D | -7.1% | -2.8% | -4.2% | -4.6% |
| 3M | +0.8% | +2.5% | -1.7% | -1.3% |
| 6M | -16.0% | +8.1% | -24.1% | -21.5% |
| YTD | -12.7% | +9.6% | -22.3% | -19.5% |
| 1Y | -12.8% | +14.2% | -27.0% | -22.4% |
| 3Y | -15.8% | +56.1% | -72.0% | -42.9% |
| 5Y | -16.7% | +62.8% | -79.5% | -45.3% |
| All | +20.2% | +146.7% | -126.5% | -42.4% |
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