+123.4%
ALLY vs VIG
+329.0%
-205.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | +3.7% | -0.4% | +4.1% | +4.3% |
| 30D | -2.3% | -1.0% | -1.3% | -0.9% |
| 3M | +3.8% | +2.8% | +1.1% | -0.2% |
| 6M | +9.7% | +8.2% | +1.5% | -1.9% |
| YTD | -1.4% | +11.0% | -12.4% | -15.1% |
| 1Y | +8.2% | +16.1% | -7.9% | -12.4% |
| 3Y | +66.5% | +56.2% | +10.3% | -10.1% |
| 5Y | +1.2% | +63.0% | -61.8% | -46.9% |
| 10Y | +191.4% | +241.4% | -50.0% | -32.8% |
| All | +123.4% | +329.0% | -205.5% | -56.4% |
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