+700.2%
APD vs VIG
+630.3%
+69.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -3.7% | -1.8% | -1.9% | -1.7% |
| 30D | +9.6% | +2.7% | +6.9% | +6.3% |
| 3M | +1.6% | 0.0% | +1.7% | +1.6% |
| 6M | +2.2% | +6.8% | -4.6% | -5.4% |
| YTD | +25.9% | +12.1% | +13.8% | +9.8% |
| 1Y | +20.1% | +14.8% | +5.3% | +1.9% |
| 3Y | +12.4% | +62.4% | -50.0% | -36.2% |
| 5Y | +11.1% | +59.6% | -48.4% | -35.8% |
| 10Y | +190.1% | +261.5% | -71.3% | -36.5% |
| All | +700.2% | +630.3% | +69.9% | -25.7% |
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