+1,367.3%
AAPL vs VIG
+262.6%
+1,104.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +4.1% | +3.5% | +0.7% | -0.1% |
| 30D | +4.0% | +4.9% | -1.0% | -2.0% |
| 3M | +16.8% | +2.5% | +14.3% | +13.2% |
| 6M | +19.4% | +11.0% | +8.4% | +5.0% |
| YTD | +31.5% | +16.0% | +15.5% | +9.7% |
| 1Y | +31.0% | +17.5% | +13.4% | +7.4% |
| 3Y | +95.3% | +67.0% | +28.3% | +5.3% |
| 5Y | +143.4% | +64.8% | +78.6% | +35.1% |
| All | +1,367.3% | +262.6% | +1,104.7% | +264.3% |
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