+423.5%
APH vs ROIV
+232.7%
+190.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.7% |
| 7D | +5.0% | +0.6% | +4.3% | +4.9% |
| 30D | -3.9% | +1.0% | -4.8% | -4.1% |
| 3M | +13.0% | +18.3% | -5.3% | +10.6% |
| 6M | +25.2% | +18.3% | +6.8% | +22.3% |
| YTD | +22.9% | +61.0% | -38.0% | +15.9% |
| 1Y | +47.8% | +177.9% | -130.0% | +31.5% |
| 3Y | +283.0% | +199.1% | +84.0% | +234.7% |
| 5Y | +349.7% | +250.7% | +99.0% | +271.7% |
| All | +423.5% | +232.7% | +190.8% | +338.7% |
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