-2.6%
APA vs VIG
+241.3%
-244.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.7% |
| 7D | +0.3% | -1.2% | +1.5% | +2.0% |
| 30D | +9.3% | -2.8% | +12.1% | +13.8% |
| 3M | +23.3% | +2.5% | +20.9% | +17.8% |
| 6M | +39.5% | +8.1% | +31.4% | +21.2% |
| YTD | +87.6% | +9.6% | +78.1% | +59.3% |
| 1Y | +114.2% | +14.2% | +100.1% | +70.5% |
| 3Y | +13.6% | +56.1% | -42.5% | -43.7% |
| 5Y | +175.6% | +62.8% | +112.7% | +29.0% |
| 10Y | -2.6% | +248.2% | -250.8% | -80.4% |
| All | -2.6% | +241.3% | -244.0% | -80.4% |
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