+440.2%
ALM vs VIG
+63.4%
+376.8%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.4% | +5.6% | +6.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | -26.1% | +4.3% | -30.3% | -28.4% |
| 3M | -38.1% | +2.0% | -40.2% | -39.0% |
| 6M | -55.4% | +10.2% | -65.6% | -58.4% |
| YTD | -0.4% | +14.8% | -15.2% | -9.2% |
| 1Y | +25.4% | +17.5% | +7.9% | +12.8% |
| 3Y | +907.8% | +67.4% | +840.4% | +690.2% |
| 5Y | +440.2% | +63.4% | +376.8% | +308.5% |
| All | +440.2% | +63.4% | +376.8% | +308.5% |
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