+41.8%
ALM vs VIG
+19.5%
+22.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -1.0% | -4.6% |
| 7D | -6.4% | +2.7% | -9.1% | -13.2% |
| 30D | -35.0% | +7.0% | -42.0% | -46.6% |
| 3M | -33.8% | +4.0% | -37.8% | -41.2% |
| 6M | -55.0% | +12.3% | -67.3% | -67.6% |
| YTD | -0.2% | +16.4% | -16.6% | -32.9% |
| 1Y | +41.8% | +19.2% | +22.5% | -11.9% |
| All | +41.8% | +19.5% | +22.3% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling