+598.5%
APH vs ALC
+24.0%
+574.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.8% |
| 7D | +5.0% | -2.1% | +7.1% | +5.8% |
| 30D | -3.9% | -0.1% | -3.8% | -4.1% |
| 3M | +13.0% | +5.9% | +7.1% | +9.5% |
| 6M | +25.2% | -15.9% | +41.1% | +33.1% |
| YTD | +22.9% | -10.1% | +33.0% | +26.7% |
| 1Y | +47.8% | -10.2% | +58.1% | +51.7% |
| 3Y | +283.0% | -13.6% | +296.6% | +289.3% |
| 5Y | +349.7% | -15.1% | +364.8% | +352.3% |
| All | +598.5% | +24.0% | +574.4% | +464.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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