+391.7%
APP vs VIG
+76.3%
+315.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.1% |
| 7D | +0.9% | -0.4% | +1.3% | +1.7% |
| 30D | -23.3% | -1.0% | -22.3% | -21.9% |
| 3M | -42.6% | +2.8% | -45.4% | -45.8% |
| 6M | -33.6% | +8.2% | -41.8% | -43.6% |
| YTD | -52.4% | +11.0% | -63.4% | -61.4% |
| 1Y | -35.9% | +16.1% | -52.0% | -52.5% |
| 3Y | +642.2% | +56.2% | +586.1% | +218.7% |
| 5Y | +311.1% | +63.0% | +248.1% | +66.0% |
| All | +391.7% | +76.3% | +315.3% | +100.0% |
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