+5.1%
APH vs CI
+9.2%
-4.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -10.0% |
| 7D | -12.7% | +1.0% | -13.7% | -12.1% |
| 30D | -19.2% | +9.9% | -29.0% | -15.4% |
| 3M | -16.7% | +12.1% | -28.8% | -11.8% |
| 6M | +5.1% | +10.6% | -5.5% | +11.3% |
| All | +5.1% | +9.2% | -4.1% | +11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling