+16.4%
APH vs ACI
-18.4%
+34.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.5% | -9.7% | -5.2% |
| 7D | -2.4% | +4.5% | -6.9% | -1.1% |
| 30D | -9.5% | +20.9% | -30.3% | -5.1% |
| 3M | -7.6% | +15.2% | -22.9% | -4.0% |
| 6M | +12.4% | -13.3% | +25.7% | +8.7% |
| YTD | +17.5% | -16.2% | +33.7% | +13.2% |
| 1Y | +16.4% | -16.9% | +33.3% | +11.8% |
| All | +16.4% | -18.4% | +34.8% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling