+282.2%
APH vs AA
-15.4%
+297.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +3.5% |
| 7D | -5.9% | +0.9% | -6.8% | -6.1% |
| 30D | -14.8% | -6.7% | -8.1% | -13.4% |
| 3M | -12.4% | -16.3% | +3.9% | -9.1% |
| 6M | +8.1% | -37.1% | +45.2% | +18.7% |
| YTD | +10.9% | -25.0% | +36.0% | +16.0% |
| 1Y | +8.8% | +8.6% | +0.2% | +4.7% |
| 3Y | +262.1% | +57.2% | +204.8% | +210.3% |
| All | +282.2% | -15.4% | +297.5% | +258.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling