+1,059.7%
APH vs VFC
-67.5%
+1,127.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | +5.0% | -1.6% | +6.6% | +5.3% |
| 30D | -3.9% | -11.6% | +7.8% | -1.1% |
| 3M | +13.0% | -18.1% | +31.1% | +17.1% |
| 6M | +25.2% | -27.4% | +52.5% | +33.2% |
| YTD | +22.9% | -24.8% | +47.8% | +29.8% |
| 1Y | +47.8% | -8.2% | +56.0% | +46.6% |
| 3Y | +283.0% | -29.1% | +312.1% | +263.6% |
| 5Y | +349.7% | -79.2% | +428.8% | +570.6% |
| All | +1,059.7% | -67.5% | +1,127.2% | +1,408.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded VFC 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling