+278.0%
APH vs VUG
+79.7%
+198.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.1% |
| 7D | -5.0% | -1.2% | -3.8% | -3.4% |
| 30D | -8.4% | -8.9% | +0.5% | +2.4% |
| 3M | -4.5% | -5.9% | +1.4% | +3.1% |
| 6M | +25.3% | -3.3% | +28.5% | +31.3% |
| YTD | +18.9% | +3.4% | +15.5% | +15.4% |
| 1Y | +11.9% | +1.9% | +10.0% | +10.7% |
| 3Y | +278.0% | +76.9% | +201.0% | +135.5% |
| All | +278.0% | +79.7% | +198.2% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling