+306.4%
APH vs ACN
-22.7%
+329.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.2% |
| 7D | -5.0% | +1.6% | -6.6% | -5.4% |
| 30D | -8.4% | +24.6% | -33.0% | -12.8% |
| 3M | -4.5% | +46.2% | -50.7% | -13.0% |
| 6M | +25.3% | +46.2% | -20.9% | +13.4% |
| YTD | +18.9% | -0.9% | +19.8% | +23.2% |
| 1Y | +11.9% | +8.8% | +3.2% | +10.8% |
| 3Y | +278.0% | -14.3% | +292.2% | +301.5% |
| 5Y | +306.4% | -22.6% | +329.0% | +337.3% |
| All | +306.4% | -22.7% | +329.1% | +337.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 ACN 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