+1,041.3%
APH vs VCLT
+15.5%
+1,025.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -3.3% | -0.6% | -2.8% | -3.1% |
| 3M | +14.0% | -2.2% | +16.3% | +15.2% |
| 6M | +24.4% | -2.9% | +27.3% | +26.2% |
| YTD | +21.4% | -2.1% | +23.5% | +22.7% |
| 1Y | +48.9% | -2.6% | +51.5% | +50.9% |
| 3Y | +290.1% | +12.5% | +277.6% | +269.7% |
| 5Y | +352.8% | -15.3% | +368.1% | +374.3% |
| 10Y | +1,041.3% | +16.6% | +1,024.6% | +1,029.3% |
| All | +1,041.3% | +15.5% | +1,025.7% | +1,029.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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