+268.0%
APH vs CVE
+148.3%
+119.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.7% | -6.6% | -8.8% |
| 7D | -12.7% | -14.1% | +1.3% | -10.4% |
| 30D | -19.2% | -11.6% | -7.5% | -17.4% |
| 3M | -16.7% | 0.0% | -16.7% | -16.9% |
| 6M | +5.1% | -8.4% | +13.5% | +6.1% |
| YTD | +6.6% | +65.9% | -59.3% | -5.5% |
| 1Y | +3.9% | +69.4% | -65.5% | -8.4% |
| 3Y | +246.0% | +55.9% | +190.1% | +201.9% |
| 5Y | +268.0% | +146.2% | +121.8% | +189.1% |
| All | +268.0% | +148.3% | +119.7% | +189.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling