+7,705.7%
ALM vs VIG
+360.4%
+7,345.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.2% |
| 7D | -2.6% | -0.4% | -2.2% | -2.3% |
| 30D | +32.0% | -1.0% | +33.0% | +32.7% |
| 3M | -15.0% | +2.8% | -17.8% | -16.3% |
| 6M | -10.1% | +8.2% | -18.3% | -13.8% |
| YTD | +99.4% | +11.0% | +88.4% | +88.6% |
| 1Y | +316.4% | +16.1% | +300.2% | +284.5% |
| 3Y | +2,022.0% | +56.2% | +1,965.8% | +1,578.0% |
| 5Y | +941.2% | +63.0% | +878.2% | +697.2% |
| 10Y | +2,950.3% | +241.4% | +2,708.9% | +1,102.9% |
| All | +7,705.7% | +360.4% | +7,345.4% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling