+944.2%
APH vs VYM
+207.1%
+737.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.9% |
| 7D | +0.4% | -0.2% | +0.5% | +0.9% |
| 30D | -8.0% | +3.6% | -11.6% | -11.5% |
| 3M | -5.0% | -0.1% | -4.9% | -4.7% |
| 6M | +29.9% | +7.1% | +22.8% | +20.5% |
| YTD | +18.0% | +17.0% | +1.0% | -0.5% |
| 1Y | +11.3% | +19.0% | -7.6% | -7.7% |
| 3Y | +274.9% | +74.4% | +200.5% | +105.9% |
| 5Y | +300.6% | +72.7% | +227.9% | +124.4% |
| 10Y | +944.2% | +206.6% | +737.6% | +246.6% |
| All | +944.2% | +207.1% | +737.1% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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