+944.2%
APH vs AEM
+434.1%
+510.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | -8.0% | -1.2% | -6.8% | -8.0% |
| 3M | -5.0% | +2.5% | -7.5% | -5.6% |
| 6M | +29.9% | -5.1% | +35.0% | +29.9% |
| YTD | +18.0% | +10.4% | +7.6% | +15.7% |
| 1Y | +11.3% | +11.8% | -0.4% | +9.0% |
| 3Y | +274.9% | +315.6% | -40.7% | +225.6% |
| 5Y | +300.6% | +266.3% | +34.3% | +246.9% |
| All | +944.2% | +434.1% | +510.2% | +804.3% |
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