-39.0%
ALK vs VIG
+240.3%
-279.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -1.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.7% |
| 30D | -18.5% | -2.1% | -16.4% | -15.8% |
| 3M | -3.6% | +3.3% | -6.9% | -7.6% |
| 6M | -3.7% | +9.3% | -13.0% | -14.2% |
| YTD | -19.0% | +10.1% | -29.2% | -28.3% |
| 1Y | -36.0% | +14.7% | -50.8% | -46.4% |
| 3Y | +2.3% | +56.9% | -54.6% | -43.2% |
| 5Y | -27.8% | +62.9% | -90.7% | -61.6% |
| 10Y | -39.0% | +241.3% | -280.3% | -86.8% |
| All | -39.0% | +240.3% | -279.3% | -86.8% |
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