+1,059.7%
APH vs AME
+416.5%
+643.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | -0.2% |
| 7D | +5.0% | +0.6% | +4.3% | +4.4% |
| 30D | -3.9% | -6.7% | +2.8% | +1.1% |
| 3M | +13.0% | +4.1% | +8.9% | +10.0% |
| 6M | +25.2% | +1.6% | +23.6% | +23.9% |
| YTD | +22.9% | +16.1% | +6.8% | +10.4% |
| 1Y | +47.8% | +27.3% | +20.5% | +23.7% |
| 3Y | +283.0% | +50.9% | +232.2% | +181.1% |
| 5Y | +349.7% | +81.4% | +268.3% | +188.7% |
| All | +1,059.7% | +416.5% | +643.2% | +358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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