+345.6%
APH vs AGG
-2.5%
+348.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -0.9% |
| 7D | -2.2% | -0.9% | -1.3% | -1.6% |
| 30D | -4.0% | -1.0% | -3.1% | -3.5% |
| 3M | +7.7% | -1.3% | +9.0% | +8.6% |
| 6M | +17.8% | -2.1% | +19.9% | +19.4% |
| YTD | +19.2% | -1.2% | +20.4% | +20.3% |
| 1Y | +35.7% | -0.5% | +36.2% | +36.5% |
| 3Y | +282.9% | +12.4% | +270.5% | +255.3% |
| 5Y | +345.6% | -2.4% | +348.0% | +315.7% |
| All | +345.6% | -2.5% | +348.1% | +315.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling