+883.4%
APH vs CME
+331.0%
+552.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.2% |
| 7D | -5.9% | +0.9% | -6.8% | -6.2% |
| 30D | -14.8% | +13.2% | -28.0% | -18.2% |
| 3M | -12.4% | +16.3% | -28.7% | -16.7% |
| 6M | +8.1% | +7.1% | +0.9% | +4.8% |
| YTD | +10.9% | +15.8% | -4.9% | +4.0% |
| 1Y | +8.8% | +17.1% | -8.3% | +1.3% |
| 3Y | +262.1% | +63.2% | +198.9% | +188.8% |
| 5Y | +283.1% | +70.2% | +212.9% | +196.1% |
| All | +883.4% | +331.0% | +552.4% | +519.2% |
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