+3.4%
ANL vs VT
+80.2%
-76.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +3.8% |
| 7D | +13.8% | +1.0% | +12.8% | +12.8% |
| 30D | +16.8% | -0.2% | +17.0% | +17.0% |
| 3M | +51.6% | +4.5% | +47.1% | +45.8% |
| 6M | +74.1% | +14.1% | +60.0% | +58.0% |
| YTD | +992.3% | +14.8% | +977.5% | +880.0% |
| 1Y | +812.4% | +21.2% | +791.2% | +689.1% |
| All | +3.4% | +80.2% | -76.8% | -37.5% |
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