+1,059.7%
APH vs CVE
+159.5%
+900.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +5.0% | +2.5% | +2.5% | +4.5% |
| 30D | -3.9% | +16.7% | -20.6% | -6.6% |
| 3M | +13.0% | +9.3% | +3.7% | +10.8% |
| 6M | +25.2% | +43.6% | -18.4% | +16.1% |
| YTD | +22.9% | +93.6% | -70.6% | +7.6% |
| 1Y | +47.8% | +98.8% | -50.9% | +28.5% |
| 3Y | +283.0% | +73.6% | +209.4% | +235.4% |
| 5Y | +349.7% | +312.5% | +37.2% | +227.8% |
| All | +1,059.7% | +159.5% | +900.3% | +646.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded CVE 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling