+3,234.7%
APH vs VT
+374.2%
+2,860.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +5.0% | +0.4% | +4.5% | +4.4% |
| 30D | -3.9% | +1.0% | -4.9% | -4.9% |
| 3M | +13.0% | +2.4% | +10.6% | +10.5% |
| 6M | +25.2% | +12.0% | +13.1% | +11.1% |
| YTD | +22.9% | +15.3% | +7.6% | +6.2% |
| 1Y | +47.8% | +22.6% | +25.3% | +19.9% |
| 3Y | +283.0% | +74.7% | +208.3% | +116.3% |
| 5Y | +349.7% | +66.1% | +283.5% | +169.6% |
| 10Y | +1,061.2% | +225.0% | +836.2% | +250.8% |
| All | +3,234.7% | +374.2% | +2,860.5% | +557.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling