-9.0%
ALLY vs VIG
+64.4%
-73.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | +0.4% | +3.5% | -3.1% | -5.2% |
| 30D | +5.2% | +4.9% | +0.3% | -3.0% |
| 3M | -13.3% | +2.5% | -15.8% | -16.9% |
| 6M | -6.7% | +11.0% | -17.7% | -21.6% |
| YTD | -12.8% | +16.0% | -28.8% | -31.9% |
| 1Y | +0.7% | +17.5% | -16.9% | -23.0% |
| 3Y | +65.2% | +67.0% | -1.8% | -29.3% |
| All | -9.0% | +64.4% | -73.4% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling