+385.2%
APH vs VSXY
+37.7%
+347.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | +1.6% | -10.7% | +12.3% | +2.9% |
| 30D | -3.0% | -24.3% | +21.3% | +0.2% |
| 3M | +5.7% | +1.0% | +4.7% | +4.8% |
| 6M | +20.0% | +57.4% | -37.4% | +10.3% |
| YTD | +20.8% | +39.8% | -19.0% | +12.1% |
| 1Y | +40.2% | +196.5% | -156.2% | +16.0% |
| 3Y | +288.1% | +357.2% | -69.1% | +181.7% |
| 5Y | +352.5% | +18.9% | +333.6% | +283.7% |
| All | +385.2% | +37.7% | +347.6% | +305.0% |
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