-10.9%
APA vs VIG
+650.0%
-660.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +0.9% |
| 7D | -5.5% | +1.0% | -6.5% | -7.4% |
| 30D | -1.2% | +4.5% | -5.7% | -8.0% |
| 3M | +10.6% | +2.1% | +8.5% | +6.3% |
| 6M | +28.4% | +10.5% | +18.0% | +9.2% |
| YTD | +89.7% | +15.1% | +74.7% | +49.7% |
| 1Y | +90.6% | +16.9% | +73.7% | +46.7% |
| 3Y | +36.9% | +65.6% | -28.7% | -35.9% |
| 5Y | +83.2% | +64.4% | +18.8% | -12.9% |
| 10Y | -0.1% | +260.6% | -260.8% | -82.4% |
| All | -10.9% | +650.0% | -660.9% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling