+952.6%
APH vs CFG
+221.6%
+731.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | +0.7% | -5.7% | -5.2% |
| 30D | -8.4% | +2.8% | -11.1% | -9.2% |
| 3M | -4.5% | -10.1% | +5.6% | -0.9% |
| 6M | +25.3% | +3.2% | +22.1% | +23.5% |
| YTD | +18.9% | +14.2% | +4.7% | +12.8% |
| 1Y | +11.9% | +27.4% | -15.5% | +2.1% |
| 3Y | +278.0% | +187.6% | +90.4% | +152.8% |
| 5Y | +306.4% | +65.7% | +240.7% | +220.6% |
| All | +952.6% | +221.6% | +731.0% | +558.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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