+134.9%
AS vs VIG
+47.7%
+87.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.1% |
| 7D | +6.9% | -1.8% | +8.7% | +10.2% |
| 30D | +16.0% | +2.7% | +13.3% | +10.6% |
| 3M | -12.8% | 0.0% | -12.8% | -12.8% |
| 6M | -15.4% | +6.8% | -22.1% | -24.6% |
| YTD | -15.7% | +12.1% | -27.8% | -30.6% |
| 1Y | +6.1% | +14.8% | -8.8% | -16.2% |
| All | +134.9% | +47.7% | +87.2% | +23.8% |
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