-39.1%
ALK vs VIG
+267.0%
-306.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +3.4% |
| 7D | +8.9% | +0.4% | +8.5% | +8.5% |
| 30D | +5.9% | +4.3% | +1.7% | -0.1% |
| 3M | -16.5% | +2.0% | -18.6% | -18.6% |
| 6M | +2.1% | +10.2% | -8.1% | -10.6% |
| YTD | -17.1% | +14.8% | -31.9% | -30.7% |
| 1Y | -2.9% | +17.5% | -20.3% | -21.2% |
| 3Y | +24.5% | +67.4% | -42.9% | -36.8% |
| 5Y | -29.1% | +63.4% | -92.5% | -62.5% |
| 10Y | -39.1% | +259.9% | -299.0% | -87.5% |
| All | -39.1% | +267.0% | -306.1% | -87.5% |
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