+288.5%
APH vs VFC
+42.8%
+245.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.6% | +5.6% | +7.8% |
| 7D | +1.1% | +7.7% | -6.6% | +0.1% |
| 30D | -7.5% | +39.2% | -46.7% | -11.8% |
| 3M | -4.4% | +40.3% | -44.7% | -9.1% |
| 6M | +26.5% | +11.4% | +15.1% | +23.5% |
| YTD | +20.0% | +17.5% | +2.5% | +16.2% |
| 1Y | +16.9% | +45.9% | -29.0% | +9.9% |
| 3Y | +288.5% | +47.3% | +241.2% | +263.0% |
| All | +288.5% | +42.8% | +245.7% | +263.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling