+194.9%
ALLY vs VIG
+267.0%
-72.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -2.7% |
| 7D | -0.2% | +0.4% | -0.6% | -1.0% |
| 30D | +3.4% | +4.3% | -0.8% | -3.0% |
| 3M | -11.1% | +2.0% | -13.1% | -13.8% |
| 6M | -11.5% | +10.2% | -21.7% | -23.7% |
| YTD | -12.3% | +14.8% | -27.1% | -28.9% |
| 1Y | +1.1% | +17.5% | -16.4% | -20.6% |
| 3Y | +64.8% | +67.4% | -2.6% | -22.9% |
| 5Y | -6.9% | +63.4% | -70.2% | -53.4% |
| 10Y | +194.9% | +259.9% | -64.9% | -39.5% |
| All | +194.9% | +267.0% | -72.0% | -39.5% |
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