+316.4%
ALM vs VIG
+16.9%
+299.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -0.2% |
| 7D | -2.6% | -0.4% | -2.2% | -1.4% |
| 30D | +32.0% | -1.0% | +33.0% | +35.0% |
| 3M | -15.0% | +2.8% | -17.8% | -21.8% |
| 6M | -10.1% | +8.2% | -18.3% | -28.2% |
| YTD | +99.4% | +11.0% | +88.4% | +50.6% |
| 1Y | +316.4% | +16.1% | +300.2% | +185.2% |
| All | +316.4% | +16.9% | +299.5% | +185.2% |
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