+247.7%
APH vs AA
+48.6%
+199.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -8.0% |
| 7D | -12.7% | -3.7% | -9.0% | -11.9% |
| 30D | -19.2% | -10.8% | -8.4% | -16.8% |
| 3M | -16.7% | -19.1% | +2.4% | -12.5% |
| 6M | +5.1% | -38.7% | +43.8% | +17.3% |
| YTD | +6.6% | -27.1% | +33.7% | +12.4% |
| 1Y | +3.9% | +8.3% | -4.4% | -0.9% |
| All | +247.7% | +48.6% | +199.2% | +200.5% |
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 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