+672.3%
AU vs VIG
+250.0%
+422.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -4.3% | -1.1% | -3.2% | -3.8% |
| 30D | +7.3% | -2.7% | +10.1% | +8.7% |
| 3M | +26.3% | +2.5% | +23.8% | +25.0% |
| 6M | +1.8% | +9.2% | -7.5% | -1.6% |
| YTD | +26.8% | +9.8% | +17.0% | +22.4% |
| 1Y | +66.7% | +12.4% | +54.3% | +59.8% |
| 3Y | +579.1% | +55.9% | +523.2% | +478.4% |
| 5Y | +689.3% | +63.9% | +625.4% | +557.1% |
| All | +672.3% | +250.0% | +422.2% | +454.4% |
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