-5.9%
APA vs VIG
+655.7%
-661.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +9.6% | +3.1% | +6.5% | +4.8% |
| 30D | -0.2% | +5.0% | -5.3% | -7.7% |
| 3M | +19.8% | +2.7% | +17.2% | +14.3% |
| 6M | +30.1% | +11.0% | +19.1% | +9.9% |
| YTD | +100.4% | +16.0% | +84.5% | +56.5% |
| 1Y | +105.2% | +16.3% | +88.9% | +59.4% |
| 3Y | +44.6% | +66.8% | -22.2% | -33.0% |
| 5Y | +88.8% | +64.8% | +24.0% | -10.5% |
| 10Y | +6.6% | +263.6% | -257.0% | -81.4% |
| All | -5.9% | +655.7% | -661.7% | -94.1% |
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