+1,055.9%
APH vs VLO
+885.7%
+170.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | +5.2% | -0.3% | +3.7% |
| 30D | -3.9% | +22.6% | -26.5% | -8.4% |
| 3M | +13.0% | +43.8% | -30.8% | +3.5% |
| 6M | +25.2% | +65.7% | -40.6% | +9.7% |
| YTD | +22.9% | +131.1% | -108.2% | -1.7% |
| 1Y | +47.8% | +143.6% | -95.8% | +16.5% |
| 3Y | +283.0% | +201.4% | +81.6% | +178.0% |
| 5Y | +349.7% | +568.9% | -219.2% | +148.3% |
| All | +1,055.9% | +885.7% | +170.2% | +462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling