+1,041.3%
APH vs AEM
+333.3%
+708.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | +0.2% | +4.3% | -4.1% | -0.3% |
| 30D | -3.3% | +13.1% | -16.5% | -4.9% |
| 3M | +14.0% | +24.8% | -10.7% | +10.6% |
| 6M | +24.4% | -8.2% | +32.7% | +24.7% |
| YTD | +21.4% | +19.8% | +1.6% | +18.1% |
| 1Y | +48.9% | +32.1% | +16.9% | +43.4% |
| 3Y | +290.1% | +348.2% | -58.1% | +235.6% |
| 5Y | +352.8% | +297.5% | +55.3% | +288.6% |
| 10Y | +1,041.3% | +343.3% | +698.0% | +900.6% |
| All | +1,041.3% | +333.3% | +708.0% | +900.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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