+1,942.8%
ALM vs VIG
+262.6%
+1,680.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -4.0% | +3.1% | -7.1% | -5.5% |
| 30D | -30.5% | +5.0% | -35.6% | -32.2% |
| 3M | -46.9% | +2.7% | -49.6% | -47.6% |
| 6M | -65.5% | +11.0% | -76.5% | -67.1% |
| YTD | -13.4% | +16.0% | -29.4% | -18.8% |
| 1Y | +9.8% | +16.3% | -6.5% | +2.9% |
| 3Y | +783.1% | +66.8% | +716.3% | +629.4% |
| 5Y | +378.3% | +64.8% | +313.5% | +294.7% |
| All | +1,942.8% | +262.6% | +1,680.2% | +1,595.6% |
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