+883.4%
APH vs BBWI
-43.7%
+927.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.3% | +7.4% | +4.7% |
| 7D | -5.9% | -6.2% | +0.3% | -4.9% |
| 30D | -14.8% | +19.9% | -34.7% | -17.9% |
| 3M | -12.4% | +7.1% | -19.6% | -14.3% |
| 6M | +8.1% | +13.7% | -5.6% | +4.0% |
| YTD | +10.9% | +9.6% | +1.4% | +6.4% |
| 1Y | +8.8% | -1.6% | +10.4% | +5.5% |
| 3Y | +262.1% | -25.9% | +287.9% | +257.3% |
| 5Y | +283.1% | -67.8% | +350.9% | +326.1% |
| All | +883.4% | -43.7% | +927.1% | +730.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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