+285.2%
APH vs VCLT
-16.7%
+301.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | +4.9% | -2.3% | +7.1% | +6.1% |
| 30D | -5.4% | +0.8% | -6.1% | -5.9% |
| 3M | -5.5% | -2.7% | -2.8% | -4.2% |
| 6M | +25.9% | -4.3% | +30.2% | +28.8% |
| YTD | +16.4% | -4.3% | +20.7% | +19.2% |
| 1Y | +16.5% | -4.4% | +20.9% | +19.4% |
| 3Y | +270.9% | +13.8% | +257.1% | +244.7% |
| All | +285.2% | -16.7% | +301.9% | +294.4% |
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