+1,040.6%
ALM vs VIG
+63.6%
+977.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.8% | +9.6% | +9.5% |
| 7D | +8.4% | -0.4% | +8.8% | +8.7% |
| 30D | +34.8% | -2.1% | +36.9% | +36.9% |
| 3M | +16.2% | +3.3% | +12.9% | +13.2% |
| 6M | +2.1% | +9.3% | -7.1% | -3.7% |
| YTD | +117.0% | +10.1% | +106.9% | +104.0% |
| 1Y | +313.9% | +14.7% | +299.1% | +280.5% |
| 3Y | +2,327.9% | +56.9% | +2,271.0% | +1,875.8% |
| 5Y | +1,040.6% | +62.9% | +977.7% | +778.6% |
| All | +1,040.6% | +63.6% | +977.1% | +778.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling