+137.0%
APO vs VFC
-78.3%
+215.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.9% |
| 7D | +0.1% | +0.8% | -0.7% | -0.1% |
| 30D | +3.9% | -11.9% | +15.8% | +7.4% |
| 3M | +3.8% | -20.2% | +23.9% | +9.3% |
| 6M | +22.3% | -23.0% | +45.3% | +29.7% |
| YTD | -7.8% | -26.2% | +18.4% | -1.3% |
| 1Y | -0.3% | -13.3% | +13.0% | +1.2% |
| 3Y | +57.1% | -25.5% | +82.6% | +51.4% |
| 5Y | +137.0% | -78.1% | +215.1% | +326.7% |
| All | +137.0% | -78.3% | +215.3% | +326.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling