+11,546.7%
APH vs AGG
+98.1%
+11,448.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +5.0% | -0.2% | +5.1% | +4.9% |
| 30D | -3.9% | -0.4% | -3.5% | -3.9% |
| 3M | +13.0% | -0.7% | +13.6% | +12.9% |
| 6M | +25.2% | -1.5% | +26.7% | +24.8% |
| YTD | +22.9% | -0.3% | +23.2% | +22.9% |
| 1Y | +47.8% | +1.3% | +46.5% | +48.2% |
| 3Y | +283.0% | +13.2% | +269.8% | +291.2% |
| 5Y | +349.7% | -1.4% | +351.1% | +331.9% |
| 10Y | +1,061.2% | +14.9% | +1,046.4% | +1,121.0% |
| All | +11,546.7% | +98.1% | +11,448.7% | +15,248.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling