+282.2%
APH vs VFC
-67.4%
+349.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | -5.9% | +11.2% | -17.1% | -7.7% |
| 30D | -14.8% | +41.5% | -56.3% | -20.0% |
| 3M | -12.4% | +38.9% | -51.4% | -17.6% |
| 6M | +8.1% | +6.1% | +1.9% | +5.8% |
| YTD | +10.9% | +14.5% | -3.6% | +7.0% |
| 1Y | +8.8% | +46.0% | -37.2% | +0.3% |
| 3Y | +262.1% | +36.4% | +225.7% | +213.8% |
| All | +282.2% | -67.4% | +349.6% | +462.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling