+944.2%
APH vs CAG
-35.6%
+979.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.7% |
| 7D | +0.4% | -1.8% | +2.1% | +0.5% |
| 30D | -8.0% | +9.7% | -17.6% | -8.7% |
| 3M | -5.0% | +0.5% | -5.5% | -5.2% |
| 6M | +29.9% | +8.9% | +21.0% | +28.3% |
| YTD | +18.0% | -8.4% | +26.3% | +18.4% |
| 1Y | +11.3% | -8.3% | +19.6% | +11.7% |
| 3Y | +274.9% | -36.1% | +311.0% | +290.0% |
| 5Y | +300.6% | -40.1% | +340.7% | +319.4% |
| 10Y | +944.2% | -36.9% | +981.1% | +949.9% |
| All | +944.2% | -35.6% | +979.8% | +949.9% |
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