+1,055.9%
APH vs VUG
+409.4%
+646.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.3% |
| 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% | +13.8% |
| 6M | +25.2% | +14.6% | +10.5% | +10.6% |
| YTD | +22.9% | +9.0% | +13.9% | +13.9% |
| 1Y | +47.8% | +14.9% | +33.0% | +31.1% |
| 3Y | +283.0% | +86.0% | +197.0% | +124.8% |
| 5Y | +349.7% | +76.7% | +273.0% | +172.7% |
| All | +1,055.9% | +409.4% | +646.4% | +162.6% |
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