+131.9%
AS vs VIG
+52.9%
+79.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -3.8% |
| 7D | -3.0% | -0.3% | -2.7% | -2.6% |
| 30D | +9.6% | +4.9% | +4.6% | +0.6% |
| 3M | -8.2% | +2.9% | -11.1% | -12.7% |
| 6M | -9.9% | +11.2% | -21.1% | -25.3% |
| YTD | -16.8% | +16.0% | -32.8% | -35.4% |
| 1Y | +3.0% | +17.0% | -14.0% | -21.2% |
| All | +131.9% | +52.9% | +79.1% | +15.2% |
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