-31.5%
ANL vs VT
+70.3%
-101.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.0% |
| 7D | +7.6% | -2.3% | +10.0% | +9.8% |
| 30D | -26.8% | -5.0% | -21.9% | -23.2% |
| 3M | -25.7% | -4.9% | -20.8% | -22.2% |
| 6M | -28.0% | -1.5% | -26.4% | -26.5% |
| YTD | +623.9% | +8.5% | +615.5% | +584.9% |
| 1Y | +563.2% | +11.4% | +551.9% | +516.1% |
| 3Y | +22.8% | +70.1% | -47.3% | -18.5% |
| All | -31.5% | +70.3% | -101.8% | -56.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling