+96.8%
ALLY vs VIG
+333.0%
-236.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +0.9% | -1.8% | +2.7% | +3.5% |
| 30D | +3.1% | +2.7% | +0.4% | -0.8% |
| 3M | -12.6% | 0.0% | -12.5% | -12.6% |
| 6M | -12.4% | +6.8% | -19.2% | -20.3% |
| YTD | -13.2% | +12.1% | -25.2% | -26.2% |
| 1Y | +1.8% | +14.8% | -13.0% | -16.4% |
| 3Y | +58.0% | +62.4% | -4.4% | -19.6% |
| 5Y | -8.4% | +59.6% | -68.0% | -50.6% |
| 10Y | +195.3% | +261.5% | -66.2% | -36.1% |
| All | +96.8% | +333.0% | -236.2% | -62.1% |
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