+5.1%
APH vs AA
-39.1%
+44.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.3% | -4.0% | -7.6% |
| 7D | -12.7% | -3.7% | -9.0% | -11.6% |
| 30D | -19.2% | -10.8% | -8.4% | -16.3% |
| 3M | -16.7% | -19.1% | +2.4% | -11.8% |
| 6M | +5.1% | -38.7% | +43.8% | +18.6% |
| All | +5.1% | -39.1% | +44.3% | +18.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling