+23.8%
ALC vs VIG
+150.0%
-126.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.8% |
| 7D | -2.1% | -0.4% | -1.7% | -1.7% |
| 30D | -0.1% | -1.0% | +0.9% | +0.8% |
| 3M | +5.9% | +2.8% | +3.1% | +3.4% |
| 6M | -15.9% | +8.2% | -24.1% | -21.6% |
| YTD | -10.1% | +11.0% | -21.1% | -18.0% |
| 1Y | -10.2% | +16.1% | -26.4% | -21.3% |
| 3Y | -13.6% | +56.2% | -69.7% | -41.4% |
| 5Y | -15.1% | +63.0% | -78.1% | -44.4% |
| All | +23.8% | +150.0% | -126.2% | -41.3% |
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 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