+4,208.7%
APH vs VUG
+1,251.8%
+2,956.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.2% | -48.0% | -48.0% |
| 7D | -48.7% | -0.5% | -48.2% | -48.5% |
| 30D | -51.9% | -0.3% | -51.6% | -51.9% |
| 3M | -43.6% | -0.7% | -42.9% | -43.2% |
| 6M | -37.5% | +14.6% | -52.2% | -46.1% |
| YTD | -38.6% | +9.0% | -47.7% | -44.0% |
| 1Y | -26.3% | +14.9% | -41.2% | -36.3% |
| 3Y | +89.2% | +86.0% | +3.2% | -2.0% |
| 5Y | +119.8% | +76.7% | +43.1% | +16.8% |
| 10Y | +454.3% | +411.3% | +43.0% | -19.5% |
| All | +4,208.7% | +1,251.8% | +2,956.9% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling