+33.9%
ALNY vs VIG
+63.0%
-29.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.3% |
| 7D | -6.5% | -1.1% | -5.5% | -5.5% |
| 30D | +11.0% | -2.7% | +13.8% | +14.3% |
| 3M | -14.1% | +2.5% | -16.6% | -16.3% |
| 6M | -22.4% | +9.2% | -31.6% | -29.2% |
| YTD | -37.5% | +9.8% | -47.3% | -43.3% |
| 1Y | -46.9% | +12.4% | -59.3% | -53.1% |
| 3Y | +22.1% | +55.9% | -33.8% | -22.9% |
| All | +33.9% | +63.0% | -29.2% | -22.9% |
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