+165.1%
ALLY vs VIG
+262.6%
-97.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -2.1% | +3.1% | -5.2% | -6.6% |
| 30D | +2.0% | +5.0% | -3.0% | -5.5% |
| 3M | -13.3% | +2.7% | -16.0% | -16.8% |
| 6M | -9.9% | +11.0% | -20.8% | -23.1% |
| YTD | -13.5% | +16.0% | -29.5% | -30.9% |
| 1Y | -2.8% | +16.3% | -19.1% | -22.5% |
| 3Y | +63.4% | +66.8% | -3.4% | -23.1% |
| 5Y | -10.9% | +64.8% | -75.6% | -55.9% |
| All | +165.1% | +262.6% | -97.6% | -47.3% |
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 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