+955.2%
APH vs AME
+438.4%
+516.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -5.0% | -4.1% | -0.9% | -1.6% |
| 30D | -8.4% | -4.1% | -4.2% | -4.8% |
| 3M | -4.5% | -5.6% | +1.1% | +0.5% |
| 6M | +25.3% | +2.8% | +22.4% | +24.2% |
| YTD | +18.9% | +16.6% | +2.3% | +7.4% |
| 1Y | +11.9% | +21.1% | -9.2% | -1.6% |
| 3Y | +278.0% | +61.1% | +216.9% | +166.5% |
| 5Y | +306.4% | +76.6% | +229.9% | +167.6% |
| 10Y | +955.2% | +431.3% | +523.9% | +329.4% |
| All | +955.2% | +438.4% | +516.8% | +329.4% |
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