+78.3%
APH vs CAI
-7.1%
+85.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.0% |
| 7D | +5.0% | -2.2% | +7.1% | +5.2% |
| 30D | -3.9% | +52.4% | -56.3% | -9.6% |
| 3M | +13.0% | +45.1% | -32.1% | +6.8% |
| 6M | +25.2% | +26.2% | -1.1% | +19.1% |
| YTD | +22.9% | -7.1% | +30.0% | +17.8% |
| 1Y | +47.8% | -31.0% | +78.9% | +40.8% |
| All | +78.3% | -7.1% | +85.5% | +71.3% |
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