+5,092.5%
APH vs VIG
+623.5%
+4,469.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.5% |
| 7D | +5.0% | -0.4% | +5.4% | +5.5% |
| 30D | -3.9% | -1.0% | -2.9% | -2.7% |
| 3M | +13.0% | +2.8% | +10.2% | +9.0% |
| 6M | +25.2% | +8.2% | +17.0% | +13.5% |
| YTD | +22.9% | +11.0% | +11.9% | +8.1% |
| 1Y | +47.8% | +16.1% | +31.7% | +22.9% |
| 3Y | +283.0% | +56.2% | +226.9% | +121.2% |
| 5Y | +349.7% | +63.0% | +286.7% | +148.4% |
| 10Y | +1,061.2% | +241.4% | +819.8% | +146.2% |
| All | +5,092.5% | +623.5% | +4,469.0% | +274.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling