+47.8%
APH vs CME
+8.4%
+39.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +0.8% |
| 7D | +5.0% | -1.6% | +6.5% | +4.3% |
| 30D | -3.9% | +6.2% | -10.1% | -1.5% |
| 3M | +13.0% | +10.4% | +2.5% | +18.4% |
| 6M | +25.2% | -9.5% | +34.7% | +22.5% |
| YTD | +22.9% | +6.0% | +16.9% | +27.7% |
| 1Y | +47.8% | +9.3% | +38.6% | +56.7% |
| All | +47.8% | +8.4% | +39.4% | +56.7% |
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