+1,059.7%
APH vs CME
+281.4%
+778.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.9% |
| 7D | +5.0% | -1.6% | +6.5% | +5.5% |
| 30D | -3.9% | +6.2% | -10.1% | -5.7% |
| 3M | +13.0% | +10.4% | +2.5% | +8.9% |
| 6M | +25.2% | -9.5% | +34.7% | +28.4% |
| YTD | +22.9% | +6.0% | +16.9% | +18.8% |
| 1Y | +47.8% | +9.3% | +38.6% | +40.7% |
| 3Y | +283.0% | +57.7% | +225.4% | +207.2% |
| 5Y | +349.7% | +77.7% | +272.0% | +237.9% |
| All | +1,059.7% | +281.4% | +778.4% | +631.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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