+1,059.7%
APH vs VXUS
+148.5%
+911.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.3% |
| 7D | +5.0% | +1.0% | +3.9% | +3.8% |
| 30D | -3.9% | +2.2% | -6.1% | -6.1% |
| 3M | +13.0% | +3.0% | +10.0% | +9.9% |
| 6M | +25.2% | +10.7% | +14.5% | +12.3% |
| YTD | +22.9% | +17.8% | +5.1% | +3.7% |
| 1Y | +47.8% | +27.6% | +20.3% | +14.8% |
| 3Y | +283.0% | +73.3% | +209.7% | +115.4% |
| 5Y | +349.7% | +54.3% | +295.3% | +186.2% |
| All | +1,059.7% | +148.5% | +911.3% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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