+6.1%
APA vs VIG
+262.6%
-256.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +8.5% | +3.5% | +5.1% | +3.2% |
| 30D | +2.8% | +4.9% | -2.2% | -4.9% |
| 3M | +21.7% | +2.5% | +19.2% | +16.3% |
| 6M | +32.6% | +11.0% | +21.6% | +11.6% |
| YTD | +103.7% | +16.0% | +87.7% | +58.0% |
| 1Y | +101.8% | +17.5% | +84.3% | +53.1% |
| 3Y | +48.1% | +67.0% | -18.9% | -34.0% |
| 5Y | +91.9% | +64.8% | +27.1% | -12.1% |
| All | +6.1% | +262.6% | -256.5% | -76.0% |
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