+949.3%
APO vs VSH
+172.7%
+776.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -1.0% | +3.5% | -4.5% | -2.4% |
| 30D | -0.4% | -4.4% | +4.0% | +0.9% |
| 3M | -0.9% | -45.8% | +44.9% | +21.8% |
| 6M | +22.1% | +90.1% | -68.0% | -19.6% |
| YTD | -8.4% | +120.3% | -128.7% | -44.6% |
| 1Y | -0.9% | +112.2% | -113.2% | -40.0% |
| 3Y | +56.1% | +36.6% | +19.5% | +10.5% |
| 5Y | +136.0% | +67.0% | +69.0% | +46.5% |
| 10Y | +949.3% | +179.5% | +769.8% | +399.4% |
| All | +949.3% | +172.7% | +776.6% | +399.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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