+300.6%
APH vs VFC
-67.9%
+368.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.4% | -1.4% | +1.8% | +0.7% |
| 30D | -8.0% | +30.7% | -38.7% | -12.3% |
| 3M | -5.0% | +40.6% | -45.6% | -10.7% |
| 6M | +29.9% | +16.5% | +13.4% | +25.1% |
| YTD | +18.0% | +16.2% | +1.8% | +13.5% |
| 1Y | +11.3% | +42.4% | -31.1% | +3.2% |
| 3Y | +274.9% | +48.1% | +226.9% | +218.8% |
| 5Y | +300.6% | -67.8% | +368.4% | +491.9% |
| All | +300.6% | -67.9% | +368.5% | +491.9% |
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