-29.3%
ANL vs VT
+74.3%
-103.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.1% |
| 7D | +3.2% | +2.4% | +0.9% | +1.2% |
| 30D | -2.5% | -1.5% | -1.0% | -0.8% |
| 3M | -17.5% | -4.1% | -13.4% | -14.0% |
| 6M | -23.9% | +0.6% | -24.4% | -23.7% |
| YTD | +647.2% | +11.0% | +636.1% | +593.2% |
| 1Y | +602.6% | +13.3% | +589.3% | +542.0% |
| 3Y | +22.8% | +73.4% | -50.6% | -19.6% |
| All | -29.3% | +74.3% | -103.6% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling