+527.5%
APP vs VIG
+84.2%
+443.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +4.6% | +3.5% | +1.1% | -1.9% |
| 30D | +56.0% | +4.9% | +51.1% | +39.6% |
| 3M | +30.8% | +2.5% | +28.3% | +22.5% |
| 6M | -9.8% | +11.0% | -20.8% | -28.1% |
| YTD | -39.3% | +16.0% | -55.3% | -55.5% |
| 1Y | -26.4% | +17.5% | -44.0% | -47.5% |
| 3Y | +887.9% | +67.0% | +820.9% | +264.6% |
| 5Y | +264.1% | +64.8% | +199.3% | +39.2% |
| All | +527.5% | +84.2% | +443.3% | +130.5% |
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