+883.4%
APH vs CVE
+136.1%
+747.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.2% |
| 7D | -5.9% | -16.1% | +10.2% | -3.0% |
| 30D | -14.8% | -10.4% | -4.4% | -13.2% |
| 3M | -12.4% | -2.4% | -10.1% | -12.3% |
| 6M | +8.1% | -4.4% | +12.5% | +8.1% |
| YTD | +10.9% | +64.9% | -54.0% | -0.3% |
| 1Y | +8.8% | +66.0% | -57.3% | -2.5% |
| 3Y | +262.1% | +57.7% | +204.4% | +222.3% |
| 5Y | +283.1% | +144.7% | +138.4% | +206.2% |
| All | +883.4% | +136.1% | +747.3% | +538.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling