-27.7%
ANL vs VT
+75.9%
-103.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +1.1% | +7.8% | +7.8% |
| 7D | +12.9% | -0.7% | +13.6% | +13.7% |
| 30D | -23.7% | -1.7% | -21.9% | -22.2% |
| 3M | -17.0% | -2.3% | -14.7% | -15.1% |
| 6M | -16.3% | +1.5% | -17.8% | -16.8% |
| YTD | +664.1% | +12.0% | +652.0% | +602.6% |
| 1Y | +569.8% | +12.9% | +556.9% | +512.6% |
| 3Y | +24.1% | +74.9% | -50.8% | -19.5% |
| All | -27.7% | +75.9% | -103.6% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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