-37.7%
CAG vs VIG
+250.0%
-287.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.1% |
| 7D | -5.7% | -1.1% | -4.6% | -5.1% |
| 30D | -2.4% | -2.7% | +0.3% | -1.0% |
| 3M | +9.8% | +2.5% | +7.2% | +8.3% |
| 6M | -10.8% | +9.2% | -20.1% | -14.9% |
| YTD | -10.8% | +9.8% | -20.6% | -15.2% |
| 1Y | -19.0% | +12.4% | -31.3% | -23.9% |
| 3Y | -39.7% | +55.9% | -95.6% | -52.8% |
| 5Y | -43.0% | +63.9% | -106.9% | -57.0% |
| All | -37.7% | +250.0% | -287.7% | -71.4% |
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