+247.7%
APH vs VFC
+39.3%
+208.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.9% |
| 7D | -12.7% | +10.9% | -23.6% | -14.0% |
| 30D | -19.2% | +40.6% | -59.8% | -23.0% |
| 3M | -16.7% | +34.4% | -51.1% | -20.3% |
| 6M | +5.1% | +12.3% | -7.1% | +2.5% |
| YTD | +6.6% | +14.4% | -7.8% | +3.6% |
| 1Y | +3.9% | +40.6% | -36.7% | -1.8% |
| All | +247.7% | +39.3% | +208.4% | +227.1% |
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