+44.3%
AR vs VIG
+241.3%
-197.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | -1.2% | -1.2% | 0.0% | +0.1% |
| 30D | +5.5% | -2.8% | +8.4% | +8.9% |
| 3M | +12.9% | +2.5% | +10.4% | +9.4% |
| 6M | +0.1% | +8.1% | -8.0% | -9.3% |
| YTD | +13.5% | +9.6% | +4.0% | +1.0% |
| 1Y | +21.6% | +14.2% | +7.4% | +3.3% |
| 3Y | +46.0% | +56.1% | -10.1% | -13.2% |
| 5Y | +143.7% | +62.8% | +80.9% | +40.0% |
| 10Y | +44.3% | +248.2% | -203.9% | -62.9% |
| All | +44.3% | +241.3% | -197.0% | -62.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling