+930.0%
APH vs AGG
+16.8%
+913.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +4.9% | -1.5% | +6.4% | +5.5% |
| 30D | -5.4% | +0.6% | -6.0% | -5.8% |
| 3M | -5.5% | -1.6% | -3.8% | -4.8% |
| 6M | +25.9% | -1.6% | +27.5% | +26.8% |
| YTD | +16.4% | -1.5% | +17.9% | +17.2% |
| 1Y | +16.5% | -1.1% | +17.6% | +17.2% |
| 3Y | +270.9% | +13.6% | +257.2% | +250.4% |
| 5Y | +289.5% | -1.7% | +291.2% | +277.7% |
| All | +930.0% | +16.8% | +913.2% | +983.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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