+156.0%
AU vs VIG
+614.0%
-458.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +1.0% |
| 7D | +0.6% | -1.2% | +1.8% | +1.5% |
| 30D | +12.3% | -2.8% | +15.1% | +14.6% |
| 3M | +29.4% | +2.5% | +26.9% | +27.4% |
| 6M | +3.2% | +8.1% | -4.9% | -1.6% |
| YTD | +31.8% | +9.6% | +22.2% | +24.7% |
| 1Y | +83.4% | +14.2% | +69.2% | +69.2% |
| 3Y | +623.1% | +56.1% | +567.0% | +436.5% |
| 5Y | +700.5% | +62.8% | +637.7% | +471.4% |
| 10Y | +717.6% | +248.2% | +469.4% | +200.4% |
| All | +156.0% | +614.0% | -458.1% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling