+1,041.3%
APH vs VIG
+240.3%
+800.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.3% |
| 7D | +0.2% | -0.4% | +0.6% | +0.7% |
| 30D | -3.3% | -2.1% | -1.3% | -0.9% |
| 3M | +14.0% | +3.3% | +10.7% | +9.5% |
| 6M | +24.4% | +9.3% | +15.2% | +12.2% |
| YTD | +21.4% | +10.1% | +11.3% | +8.6% |
| 1Y | +48.9% | +14.7% | +34.2% | +27.2% |
| 3Y | +290.1% | +56.9% | +233.2% | +133.9% |
| 5Y | +352.8% | +62.9% | +289.9% | +163.2% |
| 10Y | +1,041.3% | +241.3% | +799.9% | +213.2% |
| All | +1,041.3% | +240.3% | +800.9% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling