+355.9%
APH vs VFC
-79.1%
+435.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.5% |
| 7D | +5.0% | -1.6% | +6.6% | +5.2% |
| 30D | -3.9% | -11.6% | +7.8% | -1.9% |
| 3M | +13.0% | -18.1% | +31.1% | +15.9% |
| 6M | +25.2% | -27.4% | +52.5% | +30.9% |
| YTD | +22.9% | -24.8% | +47.8% | +27.9% |
| 1Y | +47.8% | -8.2% | +56.0% | +47.4% |
| 3Y | +283.0% | -29.1% | +312.1% | +278.8% |
| All | +355.9% | -79.1% | +435.0% | +585.5% |
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