+13.0%
APH vs CME
+15.2%
-2.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.4% | +8.7% | +8.0% |
| 7D | +1.1% | -0.6% | +1.7% | +0.9% |
| 30D | -7.5% | +8.5% | -16.0% | -4.1% |
| 3M | -4.4% | +16.0% | -20.5% | +1.9% |
| 6M | +26.5% | +9.3% | +17.1% | +33.2% |
| YTD | +20.0% | +15.3% | +4.7% | +28.7% |
| All | +13.0% | +15.2% | -2.2% | +19.7% |
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