+2,100.8%
ALM vs VIG
+262.6%
+1,838.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | 0.0% | +7.7% | +7.7% |
| 7D | +1.2% | +3.5% | -2.3% | -0.6% |
| 30D | -19.3% | +4.9% | -24.3% | -21.2% |
| 3M | -40.6% | +2.5% | -43.2% | -41.3% |
| 6M | -57.9% | +11.0% | -68.9% | -59.9% |
| YTD | -6.7% | +16.0% | -22.7% | -12.5% |
| 1Y | +20.2% | +17.5% | +2.6% | +12.1% |
| 3Y | +879.4% | +67.0% | +812.4% | +708.7% |
| 5Y | +415.3% | +64.8% | +350.5% | +325.2% |
| All | +2,100.8% | +262.6% | +1,838.2% | +1,726.7% |
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