Preheat oven to 325°F. Lightly grease and flour a bundt or tube pan.
In a large mixing bowl, combine sugar, oil, eggs, and vanilla. Mix until smooth.
In a separate bowl, whisk together flour, baking soda, salt, and cinnamon.
Gradually add the dry ingredients to the wet ingredients. Mix until just combined.
Fold in the diced apples and chopped pecans.
Pour batter into the prepared pan and bake for 75–80 minutes, or until a toothpick inserted into the center comes out clean.
Let the cake cool in the pan for about 20 minutes before inverting onto a wire rack.
While the cake cools, make the glaze: In a saucepan, melt butter, then stir in milk and brown sugar. Bring to a boil and cook for 2 minutes, stirring constantly.
Pour the warm glaze over the slightly cooled cake. Let it set before slicing.