+2,776.7%
ALM vs VIG
+247.5%
+2,529.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -9.4% |
| 7D | -7.1% | -2.2% | -4.9% | -6.0% |
| 30D | +24.7% | -3.2% | +27.9% | +26.7% |
| 3M | +8.3% | +3.0% | +5.3% | +6.7% |
| 6M | -22.2% | +8.1% | -30.3% | -24.6% |
| YTD | +88.1% | +9.1% | +79.0% | +81.7% |
| 1Y | +272.4% | +12.6% | +259.8% | +255.5% |
| 3Y | +2,004.1% | +55.4% | +1,948.7% | +1,693.7% |
| 5Y | +915.8% | +62.8% | +853.0% | +748.2% |
| All | +2,776.7% | +247.5% | +2,529.2% | +2,070.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling