+3,451.8%
APH vs VCIT
+98.3%
+3,353.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | -3.9% | -0.8% | -3.1% | -3.5% |
| 3M | +13.0% | -1.0% | +14.0% | +13.5% |
| 6M | +25.2% | -1.8% | +27.0% | +26.3% |
| YTD | +22.9% | -0.7% | +23.6% | +23.5% |
| 1Y | +47.8% | +1.0% | +46.9% | +47.5% |
| 3Y | +283.0% | +18.8% | +264.2% | +257.8% |
| 5Y | +349.7% | +3.5% | +346.2% | +324.8% |
| 10Y | +1,061.2% | +29.2% | +1,032.0% | +1,053.4% |
| All | +3,451.8% | +98.3% | +3,353.5% | +5,532.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VCIT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling