+839.9%
APO vs VFC
-47.4%
+887.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +0.2% | -1.4% | +1.5% | +0.7% |
| 30D | +3.1% | +30.7% | -27.6% | -6.6% |
| 3M | -12.0% | +40.6% | -52.6% | -22.6% |
| 6M | -5.0% | +16.5% | -21.4% | -11.7% |
| YTD | -14.0% | +16.2% | -30.2% | -20.6% |
| 1Y | -5.9% | +42.4% | -48.4% | -19.9% |
| 3Y | +51.6% | +48.1% | +3.5% | +5.4% |
| 5Y | +80.8% | -67.8% | +148.6% | +182.0% |
| 10Y | +839.9% | -48.5% | +888.4% | +1,114.4% |
| All | +839.9% | -47.4% | +887.4% | +1,114.4% |
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