-11.6%
ALC vs VIG
+59.0%
-70.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | +4.9% | -1.8% | +6.7% | +6.9% |
| 30D | +19.0% | +2.7% | +16.3% | +15.8% |
| 3M | +7.8% | 0.0% | +7.8% | +7.9% |
| 6M | +14.6% | +6.8% | +7.8% | +7.1% |
| YTD | -4.4% | +12.1% | -16.5% | -15.0% |
| 1Y | +1.4% | +14.8% | -13.4% | -12.0% |
| 3Y | +2.5% | +62.4% | -59.9% | -38.2% |
| All | -11.6% | +59.0% | -70.6% | -45.3% |
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