+948.3%
APH vs CAG
-38.0%
+986.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.5% |
| 7D | +11.1% | -6.2% | +17.3% | +11.5% |
| 30D | -7.3% | +7.4% | -14.7% | -7.9% |
| 3M | -6.2% | -1.6% | -4.5% | -6.3% |
| 6M | +24.9% | +6.3% | +18.6% | +23.5% |
| YTD | +18.4% | -10.1% | +28.5% | +19.0% |
| 1Y | +13.0% | -10.2% | +23.2% | +13.5% |
| 3Y | +276.4% | -37.3% | +313.7% | +291.9% |
| 5Y | +296.4% | -41.6% | +338.0% | +315.9% |
| All | +948.3% | -38.0% | +986.3% | +959.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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