+948.3%
APH vs VLO
+779.3%
+169.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | -0.3% |
| 7D | +11.1% | +6.8% | +4.4% | +9.5% |
| 30D | -7.3% | -17.9% | +10.6% | -3.3% |
| 3M | -6.2% | +13.5% | -19.7% | -9.4% |
| 6M | +24.9% | +53.0% | -28.1% | +11.8% |
| YTD | +18.4% | +133.7% | -115.3% | -6.2% |
| 1Y | +13.0% | +115.7% | -102.7% | -8.7% |
| 3Y | +276.4% | +231.9% | +44.5% | +164.9% |
| 5Y | +296.4% | +471.6% | -175.2% | +127.8% |
| All | +948.3% | +779.3% | +169.0% | +399.2% |
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