+948.3%
APH vs VUG
+402.9%
+545.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +11.1% | +4.4% | +6.7% | +6.9% |
| 30D | -7.3% | -7.3% | 0.0% | 0.0% |
| 3M | -6.2% | -4.2% | -1.9% | -1.7% |
| 6M | +24.9% | -1.6% | +26.5% | +27.9% |
| YTD | +18.4% | +4.9% | +13.5% | +14.5% |
| 1Y | +13.0% | +3.8% | +9.2% | +10.5% |
| 3Y | +276.4% | +79.4% | +197.0% | +130.2% |
| 5Y | +296.4% | +63.9% | +232.5% | +159.4% |
| All | +948.3% | +402.9% | +545.4% | +142.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling