+528.8%
APP vs VIG
+82.3%
+446.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.4% | +0.2% |
| 7D | +79.2% | +0.4% | +78.7% | +74.8% |
| 30D | +48.0% | +4.3% | +43.7% | +33.9% |
| 3M | +18.2% | +2.0% | +16.2% | +11.6% |
| 6M | -12.5% | +10.2% | -22.7% | -29.2% |
| YTD | -39.2% | +14.8% | -53.9% | -54.5% |
| 1Y | -33.9% | +17.5% | -51.3% | -52.8% |
| 3Y | +933.3% | +67.4% | +865.9% | +280.0% |
| 5Y | +295.9% | +63.4% | +232.5% | +54.2% |
| All | +528.8% | +82.3% | +446.5% | +135.5% |
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 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