+373.7%
ALK vs VIG
+623.5%
-249.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.2% |
| 7D | -0.7% | -0.4% | -0.2% | 0.0% |
| 30D | -19.2% | -1.0% | -18.3% | -18.1% |
| 3M | -1.5% | +2.8% | -4.3% | -4.8% |
| 6M | -13.1% | +8.2% | -21.2% | -21.1% |
| YTD | -16.4% | +11.0% | -27.4% | -26.7% |
| 1Y | -33.1% | +16.1% | -49.2% | -44.8% |
| 3Y | +0.6% | +56.2% | -55.5% | -43.9% |
| 5Y | -26.4% | +63.0% | -89.4% | -61.1% |
| 10Y | -34.2% | +241.4% | -275.6% | -87.1% |
| All | +373.7% | +623.5% | -249.9% | -67.3% |
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