+9,161.7%
APH vs VUG
+1,251.8%
+7,909.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.4% |
| 7D | +5.0% | -0.1% | +5.1% | +5.0% |
| 30D | -3.9% | -0.3% | -3.6% | -3.6% |
| 3M | +13.0% | -0.7% | +13.7% | +13.9% |
| 6M | +25.2% | +14.6% | +10.5% | +8.1% |
| YTD | +22.9% | +9.0% | +13.9% | +12.4% |
| 1Y | +47.8% | +14.9% | +33.0% | +28.1% |
| 3Y | +283.0% | +86.0% | +197.0% | +98.8% |
| 5Y | +349.7% | +76.7% | +273.0% | +139.5% |
| 10Y | +1,061.2% | +411.3% | +649.9% | +69.0% |
| All | +9,161.7% | +1,251.8% | +7,909.9% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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