+11.5%
APD vs VIG
+58.6%
-47.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -2.2% | -0.4% | -1.8% | -1.8% |
| 30D | +2.1% | -1.0% | +3.1% | +3.0% |
| 3M | +7.2% | +2.8% | +4.4% | +4.4% |
| 6M | +11.2% | +8.2% | +3.1% | +3.1% |
| YTD | +24.4% | +11.0% | +13.4% | +12.2% |
| 1Y | +6.7% | +16.1% | -9.5% | -8.1% |
| All | +11.5% | +58.6% | -47.1% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling