+453.5%
APH vs VFC
-67.5%
+521.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.9% | -47.8% |
| 7D | -48.7% | -1.4% | -47.3% | -48.5% |
| 30D | -51.9% | -11.6% | -40.3% | -50.5% |
| 3M | -43.6% | -18.1% | -25.5% | -41.5% |
| 6M | -37.5% | -27.4% | -10.2% | -33.5% |
| YTD | -38.6% | -24.8% | -13.8% | -35.2% |
| 1Y | -26.3% | -8.2% | -18.1% | -26.9% |
| 3Y | +89.2% | -29.1% | +118.3% | +79.7% |
| 5Y | +119.8% | -79.2% | +199.0% | +228.0% |
| All | +453.5% | -67.5% | +521.0% | +620.3% |
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