-36.0%
ALK vs VIG
+14.9%
-50.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -0.8% |
| 7D | +0.1% | -0.4% | +0.5% | +1.3% |
| 30D | -18.5% | -2.1% | -16.4% | -13.3% |
| 3M | -3.6% | +3.3% | -6.9% | -11.7% |
| 6M | -3.7% | +9.3% | -13.0% | -24.3% |
| YTD | -19.0% | +10.1% | -29.2% | -36.6% |
| 1Y | -36.0% | +14.7% | -50.8% | -54.5% |
| All | -36.0% | +14.9% | -50.9% | -54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling