+47.8%
APH vs VG
+14.1%
+33.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.8% |
| 7D | +5.0% | +1.7% | +3.3% | +5.1% |
| 30D | -3.9% | +16.0% | -19.9% | -2.9% |
| 3M | +13.0% | +9.7% | +3.2% | +14.4% |
| 6M | +25.2% | +29.6% | -4.4% | +26.7% |
| YTD | +22.9% | +112.0% | -89.1% | +20.1% |
| 1Y | +47.8% | +12.8% | +35.0% | +52.7% |
| All | +47.8% | +14.1% | +33.7% | +52.7% |
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 2025-09-04 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling