+944.2%
APH vs VUG
+405.4%
+538.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -2.4% |
| 7D | +0.4% | -1.1% | +1.4% | +1.7% |
| 30D | -8.0% | -7.0% | -1.0% | -1.1% |
| 3M | -5.0% | -3.7% | -1.3% | -1.0% |
| 6M | +29.9% | -1.6% | +31.5% | +33.0% |
| YTD | +18.0% | +5.1% | +12.8% | +13.8% |
| 1Y | +11.3% | +3.8% | +7.6% | +8.9% |
| 3Y | +274.9% | +79.9% | +195.1% | +128.8% |
| 5Y | +300.6% | +66.4% | +234.2% | +158.5% |
| 10Y | +944.2% | +405.3% | +538.9% | +144.2% |
| All | +944.2% | +405.4% | +538.8% | +144.2% |
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