+16.4%
APH vs CI
+21.2%
-4.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.4% | -9.5% | -5.3% |
| 7D | -2.4% | +3.5% | -5.9% | -1.5% |
| 30D | -9.5% | +12.6% | -22.0% | -7.4% |
| 3M | -7.6% | +12.1% | -19.7% | -5.5% |
| 6M | +12.4% | +10.6% | +1.8% | +14.1% |
| YTD | +17.5% | +12.8% | +4.7% | +19.7% |
| 1Y | +16.4% | +18.0% | -1.6% | +19.6% |
| All | +16.4% | +21.2% | -4.8% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 1y: compounded portfolio wealth divided by compounded CI 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…
1y analysis · Full analysis span regression · 6 months rolling