+944.2%
APH vs VMC
+129.9%
+814.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +0.4% | -4.3% | +4.7% | +2.3% |
| 30D | -8.0% | +16.2% | -24.2% | -13.7% |
| 3M | -5.0% | -0.8% | -4.2% | -5.1% |
| 6M | +29.9% | +1.2% | +28.7% | +27.8% |
| YTD | +18.0% | +0.5% | +17.5% | +16.0% |
| 1Y | +11.3% | -2.9% | +14.2% | +11.1% |
| 3Y | +274.9% | +37.3% | +237.6% | +222.4% |
| 5Y | +300.6% | +48.8% | +251.8% | +229.4% |
| All | +944.2% | +129.9% | +814.4% | +598.3% |
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