+355.9%
APH vs VCLT
-15.0%
+370.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | -0.5% | +5.5% | +5.2% |
| 30D | -3.9% | -0.9% | -3.0% | -3.5% |
| 3M | +13.0% | -3.2% | +16.2% | +15.0% |
| 6M | +25.2% | -3.8% | +29.0% | +27.8% |
| YTD | +22.9% | -2.0% | +25.0% | +24.4% |
| 1Y | +47.8% | -0.8% | +48.6% | +48.7% |
| 3Y | +283.0% | +12.3% | +270.7% | +259.9% |
| All | +355.9% | -15.0% | +370.9% | +359.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling