+16.5%
APH vs CME
+17.3%
-0.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.4% |
| 7D | +4.9% | +3.9% | +0.9% | +6.8% |
| 30D | -5.4% | +11.3% | -16.7% | -0.7% |
| 3M | -5.5% | +19.6% | -25.0% | +2.1% |
| 6M | +25.9% | +8.1% | +17.8% | +33.3% |
| YTD | +16.4% | +20.4% | -4.0% | +26.2% |
| 1Y | +16.5% | +16.5% | 0.0% | +24.3% |
| All | +16.5% | +17.3% | -0.8% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling