+60.9%
APH vs CAI
-6.6%
+67.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.1% | +7.2% | +4.5% |
| 7D | -5.9% | -26.5% | +20.6% | -2.2% |
| 30D | -14.8% | -6.9% | -7.9% | -13.6% |
| 3M | -12.4% | +26.1% | -38.6% | -14.9% |
| 6M | +8.1% | +31.9% | -23.8% | +3.3% |
| YTD | +10.9% | -6.5% | +17.4% | +6.6% |
| 1Y | +8.8% | +2.5% | +6.3% | +4.4% |
| All | +60.9% | -6.6% | +67.5% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 3y: compounded portfolio wealth divided by compounded CAI 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…
3y analysis · Full analysis span regression · 6 months rolling