+844.5%
APH vs VT
+214.8%
+629.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -4.1% | -5.3% | -4.4% |
| 7D | -12.7% | -4.2% | -8.5% | -8.0% |
| 30D | -19.2% | -5.8% | -13.4% | -12.8% |
| 3M | -16.7% | -5.2% | -11.4% | -10.6% |
| 6M | +5.1% | +0.1% | +5.0% | +6.0% |
| YTD | +6.6% | +8.2% | -1.7% | -1.5% |
| 1Y | +3.9% | +10.1% | -6.2% | -5.6% |
| 3Y | +246.0% | +69.7% | +176.4% | +95.4% |
| 5Y | +268.0% | +53.4% | +214.6% | +133.7% |
| All | +844.5% | +214.8% | +629.7% | +207.0% |
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