+949.3%
APO vs VFC
-69.4%
+1,018.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | +0.2% |
| 7D | -1.0% | -2.3% | +1.4% | -0.2% |
| 30D | -0.4% | -13.4% | +13.0% | +5.0% |
| 3M | -0.9% | -23.7% | +22.8% | +8.1% |
| 6M | +22.1% | -24.5% | +46.6% | +33.0% |
| YTD | -8.4% | -27.8% | +19.5% | +1.0% |
| 1Y | -0.9% | -13.5% | +12.5% | +0.5% |
| 3Y | +56.1% | -27.1% | +83.2% | +41.3% |
| 5Y | +136.0% | -79.0% | +215.0% | +323.9% |
| 10Y | +949.3% | -68.7% | +1,018.1% | +1,481.6% |
| All | +949.3% | -69.4% | +1,018.7% | +1,481.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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