+844.5%
APH vs ACWI
+219.2%
+625.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.8% | -5.5% | -4.7% |
| 7D | -12.7% | -4.0% | -8.7% | -8.1% |
| 30D | -19.2% | -5.8% | -13.3% | -12.7% |
| 3M | -16.7% | -5.0% | -11.7% | -10.8% |
| 6M | +5.1% | +0.7% | +4.4% | +5.3% |
| YTD | +6.6% | +8.4% | -1.9% | -1.8% |
| 1Y | +3.9% | +10.1% | -6.2% | -5.7% |
| 3Y | +246.0% | +70.8% | +175.3% | +93.1% |
| 5Y | +268.0% | +55.4% | +212.6% | +129.5% |
| All | +844.5% | +219.2% | +625.4% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling