+1,055.9%
APH vs VSH
+173.5%
+882.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.4% | -3.6% | -0.8% |
| 7D | +5.0% | +4.1% | +0.9% | +3.2% |
| 30D | -3.9% | -4.2% | +0.3% | -2.8% |
| 3M | +13.0% | -50.0% | +62.9% | +43.5% |
| 6M | +25.2% | +80.2% | -55.0% | -8.8% |
| YTD | +22.9% | +121.1% | -98.2% | -18.6% |
| 1Y | +47.8% | +112.0% | -64.2% | -1.5% |
| 3Y | +283.0% | +22.5% | +260.5% | +207.0% |
| 5Y | +349.7% | +64.0% | +285.6% | +205.3% |
| All | +1,055.9% | +173.5% | +882.4% | +484.7% |
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