+169.1%
APD vs VCLT
+16.9%
+152.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -4.6% | 0.0% | -4.6% | -4.6% |
| 30D | -4.2% | +0.1% | -4.3% | -4.2% |
| 3M | +5.0% | -2.9% | +7.9% | +6.0% |
| 6M | +8.9% | -4.0% | +12.9% | +10.3% |
| YTD | +21.9% | -2.2% | +24.1% | +22.7% |
| 1Y | +5.6% | -2.6% | +8.1% | +6.4% |
| 3Y | +6.9% | +12.3% | -5.4% | +2.8% |
| 5Y | +25.3% | -16.4% | +41.7% | +28.4% |
| 10Y | +169.1% | +18.1% | +151.0% | +168.9% |
| All | +169.1% | +16.9% | +152.1% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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