+955.2%
APH vs AA
+45.1%
+910.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | 0.0% |
| 7D | -5.0% | +1.2% | -6.3% | -5.2% |
| 30D | -8.4% | -5.0% | -3.3% | -7.2% |
| 3M | -4.5% | -22.2% | +17.7% | +0.8% |
| 6M | +25.3% | -36.3% | +61.6% | +37.3% |
| YTD | +18.9% | -24.2% | +43.1% | +24.1% |
| 1Y | +11.9% | +3.9% | +8.1% | +8.7% |
| 3Y | +278.0% | +67.6% | +210.4% | +217.8% |
| 5Y | +306.4% | -8.8% | +315.3% | +264.1% |
| 10Y | +955.2% | +45.0% | +910.2% | +574.5% |
| All | +955.2% | +45.1% | +910.1% | +574.5% |
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