+883.4%
APH vs VXUS
+135.4%
+748.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.0% |
| 7D | -5.9% | -1.8% | -4.2% | -4.0% |
| 30D | -14.8% | -4.6% | -10.2% | -10.0% |
| 3M | -12.4% | -6.1% | -6.3% | -5.7% |
| 6M | +8.1% | -4.9% | +13.0% | +15.1% |
| YTD | +10.9% | +8.1% | +2.9% | +3.3% |
| 1Y | +8.8% | +12.1% | -3.3% | -2.5% |
| 3Y | +262.1% | +63.9% | +198.2% | +117.3% |
| 5Y | +283.1% | +43.1% | +240.0% | +165.8% |
| All | +883.4% | +135.4% | +748.0% | +363.7% |
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