+361.7%
APH vs BOXX
+18.5%
+343.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.5% | +4.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -1.2% | +0.3% | -1.6% | -1.3% |
| 3M | +10.3% | +1.0% | +9.2% | +9.8% |
| 6M | +25.2% | +1.9% | +23.3% | +23.3% |
| YTD | +24.6% | +2.7% | +21.9% | +22.1% |
| 1Y | +41.4% | +4.0% | +37.4% | +39.1% |
| 3Y | +297.8% | +14.7% | +283.2% | +337.5% |
| All | +361.7% | +18.5% | +343.2% | +503.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling