+611.2%
APH vs ACI
+39.5%
+571.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.5% | -9.7% | -6.2% |
| 7D | -2.4% | +4.5% | -6.9% | -2.5% |
| 30D | -9.5% | +20.9% | -30.3% | -9.9% |
| 3M | -7.6% | +15.2% | -22.9% | -8.0% |
| 6M | +12.4% | -13.3% | +25.7% | +12.9% |
| YTD | +17.5% | -16.2% | +33.7% | +18.1% |
| 1Y | +16.4% | -16.9% | +33.3% | +17.0% |
| 3Y | +281.6% | -30.8% | +312.5% | +287.6% |
| 5Y | +317.7% | -39.4% | +357.1% | +323.1% |
| All | +611.2% | +39.5% | +571.7% | +614.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling