-31.2%
ALHC vs VIG
+63.1%
-94.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | -0.6% | -0.4% | -0.2% | -0.1% |
| 30D | -1.0% | -1.0% | -0.1% | 0.0% |
| 3M | -10.2% | +2.8% | -12.9% | -12.9% |
| 6M | -28.3% | +8.2% | -36.5% | -34.2% |
| YTD | -31.4% | +11.0% | -42.5% | -38.8% |
| 1Y | -16.9% | +16.1% | -33.1% | -29.4% |
| 3Y | +135.5% | +56.2% | +79.3% | +35.5% |
| All | -31.2% | +63.1% | -94.3% | -60.9% |
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