+453.5%
APH vs VCIT
+29.2%
+424.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.3% | -47.5% | -47.5% |
| 7D | -48.7% | -0.7% | -48.0% | -48.3% |
| 30D | -51.9% | -0.8% | -51.2% | -51.5% |
| 3M | -43.6% | -1.0% | -42.5% | -42.9% |
| 6M | -37.5% | -1.8% | -35.7% | -36.3% |
| YTD | -38.6% | -0.7% | -37.9% | -38.0% |
| 1Y | -26.3% | +1.0% | -27.3% | -26.5% |
| 3Y | +89.2% | +18.8% | +70.4% | +64.7% |
| 5Y | +119.8% | +3.5% | +116.3% | +109.0% |
| All | +453.5% | +29.2% | +424.3% | +433.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling