+2,978.6%
APH vs VCIT
+96.6%
+2,881.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.6% | -9.4% |
| 7D | -12.7% | +0.5% | -13.2% | -12.9% |
| 30D | -19.2% | +2.1% | -21.2% | -20.0% |
| 3M | -16.7% | -1.6% | -15.1% | -16.1% |
| 6M | +5.1% | -1.6% | +6.7% | +5.9% |
| YTD | +6.6% | -1.5% | +8.1% | +7.4% |
| 1Y | +3.9% | -0.4% | +4.3% | +4.3% |
| 3Y | +246.0% | +19.6% | +226.5% | +222.7% |
| 5Y | +268.0% | +3.3% | +264.7% | +248.6% |
| 10Y | +868.2% | +28.9% | +839.3% | +868.1% |
| All | +2,978.6% | +96.6% | +2,881.9% | +4,798.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling