+339.3%
APH vs CEG
+717.3%
-378.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | -0.6% |
| 7D | +5.0% | +8.0% | -3.1% | +2.5% |
| 30D | -3.9% | +12.9% | -16.8% | -7.3% |
| 3M | +13.0% | +13.2% | -0.2% | +8.7% |
| 6M | +25.2% | -7.0% | +32.1% | +26.4% |
| YTD | +22.9% | -15.0% | +37.9% | +26.8% |
| 1Y | +47.8% | -2.7% | +50.6% | +46.2% |
| 3Y | +283.0% | +184.1% | +99.0% | +181.8% |
| All | +339.3% | +717.3% | -378.0% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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