+378.5%
APP vs VIG
+74.9%
+303.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.1% |
| 7D | +0.1% | -0.4% | +0.5% | +0.9% |
| 30D | -10.0% | -2.1% | -7.9% | -6.3% |
| 3M | -44.6% | +3.3% | -48.0% | -48.2% |
| 6M | -37.9% | +9.3% | -47.1% | -48.2% |
| YTD | -53.7% | +10.1% | -63.8% | -61.8% |
| 1Y | -43.0% | +14.7% | -57.7% | -56.7% |
| 3Y | +640.8% | +56.9% | +583.8% | +215.1% |
| 5Y | +358.8% | +62.9% | +295.9% | +88.2% |
| All | +378.5% | +74.9% | +303.6% | +97.8% |
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