+4,076.1%
APH vs VYM
+498.6%
+3,577.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +4.9% | +3.7% | +1.2% | +0.7% |
| 30D | -5.4% | +3.7% | -9.1% | -9.2% |
| 3M | -5.5% | -0.7% | -4.7% | -4.5% |
| 6M | +25.9% | +7.2% | +18.7% | +16.5% |
| YTD | +16.4% | +16.9% | -0.6% | -2.3% |
| 1Y | +16.5% | +19.6% | -3.1% | -4.6% |
| 3Y | +270.9% | +74.6% | +196.3% | +98.8% |
| 5Y | +289.5% | +72.3% | +217.2% | +113.5% |
| 10Y | +930.0% | +206.5% | +723.5% | +192.8% |
| All | +4,076.1% | +498.6% | +3,577.5% | +447.9% |
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 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