+944.2%
APH vs AA
+48.4%
+895.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.4% |
| 7D | +0.4% | +1.1% | -0.8% | +0.2% |
| 30D | -8.0% | -1.3% | -6.7% | -7.6% |
| 3M | -5.0% | -23.9% | +18.9% | +0.8% |
| 6M | +29.9% | -36.8% | +66.7% | +42.6% |
| YTD | +18.0% | -22.2% | +40.1% | +22.3% |
| 1Y | +11.3% | +10.4% | +1.0% | +6.7% |
| 3Y | +274.9% | +72.0% | +202.9% | +213.4% |
| 5Y | +300.6% | -15.6% | +316.2% | +265.4% |
| 10Y | +944.2% | +47.8% | +896.4% | +562.6% |
| All | +944.2% | +48.4% | +895.8% | +562.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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