+883.4%
APH vs VSH
+95.6%
+787.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +1.9% |
| 7D | -5.9% | -12.9% | +7.0% | -0.8% |
| 30D | -14.8% | -36.9% | +22.1% | +1.2% |
| 3M | -12.4% | -28.8% | +16.3% | -1.6% |
| 6M | +8.1% | -30.3% | +38.4% | +16.2% |
| YTD | +10.9% | +62.4% | -51.4% | -17.9% |
| 1Y | +8.8% | +62.5% | -53.8% | -19.8% |
| 3Y | +262.1% | +7.4% | +254.7% | +198.2% |
| 5Y | +283.1% | +25.4% | +257.7% | +185.4% |
| All | +883.4% | +95.6% | +787.8% | +475.7% |
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