+180.8%
ALLY vs VIG
+240.3%
-59.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.1% |
| 7D | +1.0% | -0.4% | +1.4% | +1.7% |
| 30D | -3.3% | -2.1% | -1.2% | -0.1% |
| 3M | +0.5% | +3.3% | -2.9% | -4.3% |
| 6M | +12.6% | +9.3% | +3.3% | -1.4% |
| YTD | -4.7% | +10.1% | -14.8% | -17.5% |
| 1Y | +5.2% | +14.7% | -9.5% | -14.1% |
| 3Y | +66.5% | +56.9% | +9.5% | -13.7% |
| 5Y | +0.2% | +62.9% | -62.7% | -49.3% |
| 10Y | +180.8% | +241.3% | -60.5% | -41.9% |
| All | +180.8% | +240.3% | -59.5% | -41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling