+883.4%
APH vs VLO
+770.2%
+113.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.4% |
| 7D | -5.9% | -13.3% | +7.4% | -2.8% |
| 30D | -14.8% | -18.3% | +3.5% | -11.1% |
| 3M | -12.4% | +14.3% | -26.8% | -15.7% |
| 6M | +8.1% | +47.6% | -39.6% | -2.6% |
| YTD | +10.9% | +116.0% | -105.0% | -10.5% |
| 1Y | +8.8% | +101.0% | -92.2% | -10.6% |
| 3Y | +262.1% | +199.0% | +63.0% | +161.4% |
| 5Y | +283.1% | +419.0% | -135.9% | +125.7% |
| All | +883.4% | +770.2% | +113.2% | +380.0% |
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