+951.3%
APH vs VSH
+128.2%
+823.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +13.4% | -5.2% | +2.9% |
| 7D | +1.1% | +3.5% | -2.4% | -0.3% |
| 30D | -7.5% | -22.4% | +14.9% | +1.4% |
| 3M | -4.4% | -25.2% | +20.7% | +5.5% |
| 6M | +26.5% | -22.5% | +49.0% | +30.8% |
| YTD | +20.0% | +84.2% | -64.1% | -15.5% |
| 1Y | +16.9% | +87.1% | -70.2% | -18.5% |
| 3Y | +288.5% | +31.7% | +256.8% | +193.4% |
| 5Y | +310.3% | +42.6% | +267.7% | +190.4% |
| 10Y | +951.3% | +116.6% | +834.7% | +491.2% |
| All | +951.3% | +128.2% | +823.0% | +491.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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