+500.0%
APP vs VIG
+78.0%
+422.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.2% | +10.6% |
| 7D | +71.2% | -1.8% | +73.0% | +74.0% |
| 30D | +39.1% | +2.7% | +36.4% | +29.3% |
| 3M | +16.5% | 0.0% | +16.6% | +14.2% |
| 6M | -16.6% | +6.8% | -23.3% | -28.4% |
| YTD | -41.9% | +12.1% | -54.0% | -54.6% |
| 1Y | -37.0% | +14.8% | -51.9% | -53.2% |
| 3Y | +892.4% | +62.4% | +830.0% | +286.4% |
| 5Y | +297.3% | +59.6% | +237.7% | +61.8% |
| All | +500.0% | +78.0% | +422.0% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling