+4,312.2%
APH vs VYM
+492.8%
+3,819.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.3% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | -3.9% | -0.5% | -3.3% | -3.3% |
| 3M | +13.0% | +3.0% | +10.0% | +9.1% |
| 6M | +25.2% | +8.2% | +16.9% | +14.6% |
| YTD | +22.9% | +15.8% | +7.1% | +4.2% |
| 1Y | +47.8% | +20.8% | +27.0% | +19.5% |
| 3Y | +283.0% | +65.3% | +217.8% | +118.1% |
| 5Y | +349.7% | +76.6% | +273.1% | +139.7% |
| 10Y | +1,061.2% | +203.9% | +857.3% | +232.6% |
| All | +4,312.2% | +492.8% | +3,819.4% | +484.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling