+367.4%
APH vs VSXY
+93.0%
+274.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.9% |
| 7D | +4.9% | -1.7% | +6.6% | +5.1% |
| 30D | -5.4% | +20.1% | -25.5% | -7.6% |
| 3M | -5.5% | +16.6% | -22.1% | -7.7% |
| 6M | +25.9% | +134.9% | -109.0% | +10.0% |
| YTD | +16.4% | +96.0% | -79.6% | +3.3% |
| 1Y | +16.5% | +203.8% | -187.3% | -3.4% |
| 3Y | +270.9% | +465.3% | -194.5% | +164.4% |
| 5Y | +289.5% | +106.3% | +183.2% | +213.5% |
| All | +367.4% | +93.0% | +274.4% | +273.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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