+285.6%
APH vs VFC
-28.0%
+313.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.6% |
| 7D | +5.0% | -1.6% | +6.6% | +5.2% |
| 30D | -3.9% | -11.6% | +7.8% | -2.4% |
| 3M | +13.0% | -18.1% | +31.1% | +15.1% |
| 6M | +25.2% | -27.4% | +52.5% | +29.3% |
| YTD | +22.9% | -24.8% | +47.8% | +26.7% |
| 1Y | +47.8% | -8.2% | +56.0% | +48.0% |
| All | +285.6% | -28.0% | +313.7% | +278.1% |
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