+282.2%
APH vs CME
+69.3%
+212.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.1% |
| 7D | -5.9% | +0.9% | -6.8% | -5.9% |
| 30D | -14.8% | +13.2% | -28.0% | -15.1% |
| 3M | -12.4% | +16.3% | -28.7% | -12.9% |
| 6M | +8.1% | +7.1% | +0.9% | +8.6% |
| YTD | +10.9% | +15.8% | -4.9% | +9.7% |
| 1Y | +8.8% | +17.1% | -8.3% | +7.2% |
| 3Y | +262.1% | +63.2% | +198.9% | +221.4% |
| All | +282.2% | +69.3% | +212.8% | +224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling