+951.3%
APH vs VLO
+791.1%
+160.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.0% | +5.2% | +7.5% |
| 7D | +1.1% | -6.5% | +7.6% | +2.8% |
| 30D | -7.5% | -17.8% | +10.3% | -3.5% |
| 3M | -4.4% | +19.6% | -24.0% | -8.9% |
| 6M | +26.5% | +49.3% | -22.8% | +13.8% |
| YTD | +20.0% | +122.4% | -102.3% | -3.8% |
| 1Y | +16.9% | +107.4% | -90.6% | -4.7% |
| 3Y | +288.5% | +223.1% | +65.4% | +175.0% |
| 5Y | +310.3% | +432.2% | -121.9% | +140.2% |
| 10Y | +951.3% | +743.6% | +207.6% | +410.1% |
| All | +951.3% | +791.1% | +160.2% | +410.1% |
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