+132,206.3%
APH vs EXC
+1,977.8%
+130,228.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.2% |
| 7D | +5.0% | +0.3% | +4.7% | +4.9% |
| 30D | -3.9% | -3.7% | -0.2% | -2.8% |
| 3M | +13.0% | -1.3% | +14.3% | +12.9% |
| 6M | +25.2% | -9.7% | +34.9% | +28.4% |
| YTD | +22.9% | +2.9% | +20.0% | +21.0% |
| 1Y | +47.8% | +4.4% | +43.4% | +44.6% |
| 3Y | +283.0% | +22.2% | +260.8% | +248.5% |
| 5Y | +349.7% | +46.7% | +302.9% | +283.0% |
| 10Y | +1,061.2% | +155.3% | +905.9% | +722.9% |
| All | +132,206.3% | +1,977.8% | +130,228.5% | +84,542.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded EXC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling