+116.9%
APH vs VG
-39.3%
+156.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +5.0% | +1.7% | +3.3% | +4.9% |
| 30D | -3.9% | +16.0% | -19.9% | -4.6% |
| 3M | +13.0% | +9.7% | +3.2% | +12.3% |
| 6M | +25.2% | +29.6% | -4.4% | +20.6% |
| YTD | +22.9% | +112.0% | -89.1% | +9.7% |
| 1Y | +47.8% | +12.8% | +35.0% | +43.4% |
| All | +116.9% | -39.3% | +156.2% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling