+690.8%
APD vs VIG
+623.5%
+67.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -2.2% | -0.4% | -1.8% | -1.7% |
| 30D | +2.1% | -1.0% | +3.1% | +3.2% |
| 3M | +7.2% | +2.8% | +4.4% | +3.8% |
| 6M | +11.2% | +8.2% | +3.1% | +1.2% |
| YTD | +24.4% | +11.0% | +13.4% | +9.8% |
| 1Y | +6.7% | +16.1% | -9.5% | -10.6% |
| 3Y | +9.2% | +56.2% | -46.9% | -35.1% |
| 5Y | +27.4% | +63.0% | -35.6% | -28.3% |
| 10Y | +164.8% | +241.4% | -76.6% | -38.0% |
| All | +690.8% | +623.5% | +67.3% | -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