+345.7%
APH vs VSXY
+96.5%
+249.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +3.9% |
| 7D | -5.9% | +11.8% | -17.8% | -7.3% |
| 30D | -14.8% | +25.9% | -40.8% | -17.4% |
| 3M | -12.4% | +15.5% | -28.0% | -14.5% |
| 6M | +8.1% | +109.7% | -101.7% | -4.1% |
| YTD | +10.9% | +99.5% | -88.5% | -1.7% |
| 1Y | +8.8% | +197.5% | -188.7% | -9.5% |
| 3Y | +262.1% | +453.3% | -191.2% | +159.0% |
| 5Y | +283.1% | +110.3% | +172.9% | +207.7% |
| All | +345.7% | +96.5% | +249.2% | +255.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling