-30.9%
ALK vs VIG
+64.4%
-95.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -1.2% | +3.5% | -4.7% | -6.5% |
| 30D | +7.7% | +4.9% | +2.8% | -0.2% |
| 3M | -19.0% | +2.5% | -21.5% | -21.9% |
| 6M | -0.2% | +11.0% | -11.2% | -15.0% |
| YTD | -23.5% | +16.0% | -39.5% | -38.3% |
| 1Y | -9.1% | +17.5% | -26.7% | -28.0% |
| 3Y | +12.0% | +67.0% | -55.0% | -44.6% |
| All | -30.9% | +64.4% | -95.3% | -65.2% |
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