+1,278.0%
AAPL vs VIG
+250.0%
+1,028.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.9% |
| 7D | +3.8% | -1.1% | +4.9% | +5.2% |
| 30D | +9.9% | -2.7% | +12.7% | +13.7% |
| 3M | +12.5% | +2.5% | +9.9% | +9.1% |
| 6M | +27.6% | +9.2% | +18.4% | +14.7% |
| YTD | +22.6% | +9.8% | +12.7% | +9.4% |
| 1Y | +45.0% | +12.4% | +32.6% | +25.7% |
| 3Y | +87.8% | +55.9% | +31.9% | +10.4% |
| 5Y | +128.7% | +63.9% | +64.7% | +28.6% |
| All | +1,278.0% | +250.0% | +1,028.0% | +278.5% |
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