+282.2%
APH vs VUG
+57.0%
+225.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.3% |
| 7D | -5.9% | -3.4% | -2.5% | -2.6% |
| 30D | -14.8% | -11.1% | -3.7% | -4.5% |
| 3M | -12.4% | -7.2% | -5.2% | -5.5% |
| 6M | +8.1% | -4.1% | +12.2% | +13.3% |
| YTD | +10.9% | +1.4% | +9.6% | +10.6% |
| 1Y | +8.8% | +1.9% | +6.9% | +8.2% |
| 3Y | +262.1% | +77.7% | +184.3% | +131.6% |
| All | +282.2% | +57.0% | +225.1% | +160.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling