+952.6%
APH vs CME
+288.7%
+663.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.4% |
| 7D | -5.0% | +1.7% | -6.7% | -5.5% |
| 30D | -8.4% | +10.2% | -18.5% | -11.3% |
| 3M | -4.5% | +17.8% | -22.3% | -9.6% |
| 6M | +25.3% | +11.0% | +14.3% | +20.0% |
| YTD | +18.9% | +17.0% | +1.9% | +11.0% |
| 1Y | +11.9% | +15.8% | -3.9% | +4.7% |
| 3Y | +278.0% | +61.8% | +216.2% | +202.2% |
| 5Y | +306.4% | +72.5% | +233.9% | +211.6% |
| All | +952.6% | +288.7% | +663.9% | +536.2% |
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