+967.8%
APH vs CVE
+150.3%
+817.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.6% | +1.5% | -4.8% |
| 7D | -2.4% | -12.1% | +9.7% | -0.2% |
| 30D | -9.5% | -9.8% | +0.3% | -7.9% |
| 3M | -7.6% | -0.7% | -6.9% | -7.8% |
| 6M | +12.4% | -4.3% | +16.7% | +12.4% |
| YTD | +17.5% | +70.6% | -53.1% | +4.9% |
| 1Y | +16.4% | +73.2% | -56.7% | +3.5% |
| 3Y | +281.6% | +60.3% | +221.3% | +238.5% |
| 5Y | +317.7% | +159.3% | +158.4% | +230.3% |
| 10Y | +967.8% | +147.4% | +820.4% | +591.5% |
| All | +967.8% | +150.3% | +817.5% | +591.5% |
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