+951.3%
APH vs VMC
+145.8%
+805.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.4% | +5.8% | +7.3% |
| 7D | +1.1% | +0.1% | +1.0% | +1.0% |
| 30D | -7.5% | +18.3% | -25.8% | -13.8% |
| 3M | -4.4% | +1.9% | -6.3% | -5.6% |
| 6M | +26.5% | +2.4% | +24.1% | +23.9% |
| YTD | +20.0% | +2.1% | +18.0% | +17.3% |
| 1Y | +16.9% | +1.5% | +15.4% | +14.5% |
| 3Y | +288.5% | +41.5% | +247.0% | +230.4% |
| 5Y | +310.3% | +46.4% | +263.9% | +239.0% |
| 10Y | +951.3% | +139.8% | +811.5% | +595.0% |
| All | +951.3% | +145.8% | +805.5% | +595.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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