+948.3%
APH vs ACWI
+225.4%
+722.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +1.1% |
| 7D | +11.1% | +2.7% | +8.4% | +7.7% |
| 30D | -7.3% | -2.6% | -4.7% | -3.9% |
| 3M | -6.2% | -3.2% | -3.0% | -1.8% |
| 6M | +24.9% | +1.9% | +23.0% | +23.6% |
| YTD | +18.4% | +11.3% | +7.1% | +5.8% |
| 1Y | +13.0% | +11.7% | +1.3% | +0.8% |
| 3Y | +276.4% | +74.4% | +202.0% | +104.8% |
| 5Y | +296.4% | +59.5% | +236.9% | +139.8% |
| All | +948.3% | +225.4% | +722.9% | +218.4% |
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