+883.4%
APH vs VCLT
+18.4%
+865.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | -5.9% | +0.3% | -6.2% | -6.1% |
| 30D | -14.8% | +3.7% | -18.5% | -16.3% |
| 3M | -12.4% | -1.0% | -11.5% | -12.2% |
| 6M | +8.1% | -3.4% | +11.4% | +9.6% |
| YTD | +10.9% | -2.6% | +13.6% | +12.3% |
| 1Y | +8.8% | -3.3% | +12.0% | +10.5% |
| 3Y | +262.1% | +17.3% | +244.7% | +237.0% |
| 5Y | +283.1% | -17.0% | +300.1% | +303.8% |
| All | +883.4% | +18.4% | +865.0% | +869.8% |
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