-26.3%
APH vs BOXX
+4.0%
-30.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.1% | -47.8% | -47.1% |
| 7D | -48.7% | +0.1% | -48.8% | -48.1% |
| 30D | -51.9% | +0.4% | -52.3% | -51.6% |
| 3M | -43.6% | +1.0% | -44.6% | -45.3% |
| 6M | -37.5% | +2.0% | -39.5% | -45.9% |
| YTD | -38.6% | +2.6% | -41.3% | -51.7% |
| 1Y | -26.3% | +4.1% | -30.4% | -47.9% |
| All | -26.3% | +4.0% | -30.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 1y: compounded portfolio wealth divided by compounded BOXX 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…
1y analysis · Full analysis span regression · 6 months rolling