+137.9%
ARMK vs VIG
+241.3%
-103.4%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.5% |
| 7D | +0.3% | -1.2% | +1.5% | +1.8% |
| 30D | +2.4% | -2.8% | +5.2% | +5.9% |
| 3M | +6.1% | +2.5% | +3.6% | +2.8% |
| 6M | +41.8% | +8.1% | +33.7% | +28.8% |
| YTD | +55.5% | +9.6% | +46.0% | +39.1% |
| 1Y | +49.6% | +14.2% | +35.4% | +27.1% |
| 3Y | +122.8% | +56.1% | +66.7% | +29.0% |
| 5Y | +151.0% | +62.8% | +88.2% | +38.7% |
| 10Y | +137.9% | +248.2% | -110.3% | -34.1% |
| All | +137.9% | +241.3% | -103.4% | -34.1% |
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