+1,055.9%
APH vs VMC
+153.4%
+902.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | -0.1% | +0.5% |
| 7D | +5.0% | -4.3% | +9.3% | +6.7% |
| 30D | -3.9% | -8.2% | +4.4% | -0.7% |
| 3M | +13.0% | -7.0% | +20.0% | +15.3% |
| 6M | +25.2% | -10.8% | +35.9% | +29.9% |
| YTD | +22.9% | -7.4% | +30.3% | +25.3% |
| 1Y | +47.8% | -9.5% | +57.3% | +51.7% |
| 3Y | +283.0% | +20.5% | +262.6% | +248.4% |
| 5Y | +349.7% | +51.6% | +298.1% | +271.7% |
| All | +1,055.9% | +153.4% | +902.5% | +689.7% |
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