+883.4%
APH vs AME
+442.8%
+440.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +2.2% |
| 7D | -5.9% | -5.2% | -0.8% | -1.8% |
| 30D | -14.8% | -8.0% | -6.8% | -8.8% |
| 3M | -12.4% | -8.9% | -3.5% | -5.5% |
| 6M | +8.1% | -5.0% | +13.0% | +13.4% |
| YTD | +10.9% | +11.9% | -0.9% | +3.3% |
| 1Y | +8.8% | +16.6% | -7.9% | -1.7% |
| 3Y | +262.1% | +62.5% | +199.6% | +153.9% |
| 5Y | +283.1% | +67.6% | +215.5% | +162.2% |
| All | +883.4% | +442.8% | +440.6% | +322.6% |
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