+268.0%
APH vs ALC
-8.7%
+276.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.3% | -9.0% |
| 7D | -12.7% | +7.6% | -20.3% | -14.8% |
| 30D | -19.2% | +21.1% | -40.3% | -24.3% |
| 3M | -16.7% | +8.5% | -25.2% | -19.3% |
| 6M | +5.1% | +2.8% | +2.3% | +3.0% |
| YTD | +6.6% | -2.4% | +9.0% | +6.4% |
| 1Y | +3.9% | +3.5% | +0.4% | +1.1% |
| 3Y | +246.0% | +4.2% | +241.8% | +224.9% |
| 5Y | +268.0% | -9.0% | +277.0% | +261.5% |
| All | +268.0% | -8.7% | +276.7% | +261.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling