+944.2%
APH vs VFC
-47.4%
+991.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.4% | -1.4% | +1.8% | +0.8% |
| 30D | -8.0% | +30.7% | -38.7% | -13.9% |
| 3M | -5.0% | +40.6% | -45.6% | -12.9% |
| 6M | +29.9% | +16.5% | +13.4% | +23.3% |
| YTD | +18.0% | +16.2% | +1.8% | +11.7% |
| 1Y | +11.3% | +42.4% | -31.1% | -0.3% |
| 3Y | +274.9% | +48.1% | +226.9% | +192.4% |
| 5Y | +300.6% | -67.8% | +368.4% | +439.4% |
| 10Y | +944.2% | -48.5% | +992.7% | +1,106.6% |
| All | +944.2% | -47.4% | +991.6% | +1,106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling