+5.0%
ALK vs VIG
+58.6%
-53.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.5% |
| 7D | -0.7% | -0.4% | -0.2% | +0.2% |
| 30D | -19.2% | -1.0% | -18.3% | -17.6% |
| 3M | -1.5% | +2.8% | -4.3% | -6.3% |
| 6M | -13.1% | +8.2% | -21.2% | -24.5% |
| YTD | -16.4% | +11.0% | -27.4% | -30.6% |
| 1Y | -33.1% | +16.1% | -49.2% | -48.6% |
| All | +5.0% | +58.6% | -53.5% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling