+951.3%
APH vs CME
+320.1%
+631.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.7% | +8.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -7.5% | +8.5% | -16.0% | -10.0% |
| 3M | -4.4% | +16.0% | -20.5% | -9.1% |
| 6M | +26.5% | +9.3% | +17.1% | +21.7% |
| YTD | +20.0% | +15.3% | +4.7% | +12.6% |
| 1Y | +16.9% | +14.4% | +2.5% | +9.7% |
| 3Y | +288.5% | +59.9% | +228.6% | +212.1% |
| 5Y | +310.3% | +69.4% | +240.9% | +217.1% |
| 10Y | +951.3% | +299.5% | +651.8% | +564.2% |
| All | +951.3% | +320.1% | +631.2% | +564.2% |
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