+306.4%
APH vs VYM
+71.4%
+235.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.5% |
| 7D | -5.0% | +0.1% | -5.1% | -4.9% |
| 30D | -8.4% | +3.0% | -11.3% | -11.5% |
| 3M | -4.5% | -1.0% | -3.5% | -3.1% |
| 6M | +25.3% | +6.4% | +18.9% | +16.1% |
| YTD | +18.9% | +15.9% | +3.0% | -0.6% |
| 1Y | +11.9% | +18.7% | -6.8% | -9.1% |
| 3Y | +278.0% | +72.8% | +205.2% | +96.1% |
| 5Y | +306.4% | +71.2% | +235.2% | +115.9% |
| All | +306.4% | +71.4% | +235.0% | +115.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling