+90.5%
APH vs AA
+67.9%
+22.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | 0.0% | -47.8% | -47.8% |
| 7D | -48.7% | -2.4% | -46.3% | -48.4% |
| 30D | -51.9% | +5.0% | -56.9% | -52.6% |
| 3M | -43.6% | -35.8% | -7.7% | -37.8% |
| 6M | -37.5% | -18.4% | -19.1% | -35.6% |
| YTD | -38.6% | -5.5% | -33.2% | -39.2% |
| 1Y | -26.3% | +61.0% | -87.3% | -36.2% |
| All | +90.5% | +67.9% | +22.6% | +56.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling