+372.4%
APH vs ROIV
+270.3%
+102.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.2% | -2.1% | +3.4% |
| 7D | -5.9% | +5.3% | -11.3% | -6.6% |
| 30D | -14.8% | +11.9% | -26.7% | -16.0% |
| 3M | -12.4% | +10.7% | -23.1% | -13.9% |
| 6M | +8.1% | +34.9% | -26.8% | +3.5% |
| YTD | +10.9% | +79.2% | -68.2% | +2.8% |
| 1Y | +8.8% | +89.0% | -80.2% | +0.2% |
| 3Y | +262.1% | +337.3% | -75.3% | +206.7% |
| 5Y | +283.1% | +402.3% | -119.2% | +197.1% |
| All | +372.4% | +270.3% | +102.1% | +289.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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