+967.8%
APH vs VT
+231.8%
+736.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -8.2% |
| 7D | -2.4% | -0.3% | -2.1% | -2.2% |
| 30D | -9.5% | -1.4% | -8.0% | -7.8% |
| 3M | -7.6% | -1.4% | -6.2% | -5.8% |
| 6M | +12.4% | +5.5% | +6.9% | +6.1% |
| YTD | +17.5% | +12.8% | +4.7% | +3.0% |
| 1Y | +16.4% | +15.4% | +1.0% | -0.4% |
| 3Y | +281.6% | +76.9% | +204.8% | +104.4% |
| 5Y | +317.7% | +60.4% | +257.3% | +150.7% |
| 10Y | +967.8% | +232.8% | +735.1% | +214.5% |
| All | +967.8% | +231.8% | +736.0% | +214.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling