+369.8%
ALK vs VIG
+648.1%
-278.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.7% | +3.6% |
| 7D | +8.9% | +0.4% | +8.5% | +8.6% |
| 30D | +5.9% | +4.3% | +1.7% | +0.1% |
| 3M | -16.5% | +2.0% | -18.6% | -18.5% |
| 6M | +2.1% | +10.2% | -8.1% | -10.3% |
| YTD | -17.1% | +14.8% | -31.9% | -30.4% |
| 1Y | -2.9% | +17.5% | -20.3% | -20.9% |
| 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% | -88.9% |
| All | +369.8% | +648.1% | -278.3% | -69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling