+944.2%
APH vs EXC
+197.6%
+746.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.4% | -1.4% | +1.7% | +0.8% |
| 30D | -8.0% | +8.3% | -16.3% | -10.9% |
| 3M | -5.0% | +2.6% | -7.6% | -6.3% |
| 6M | +29.9% | +5.2% | +24.7% | +26.2% |
| YTD | +18.0% | +7.5% | +10.4% | +13.3% |
| 1Y | +11.3% | +3.2% | +8.2% | +8.5% |
| 3Y | +274.9% | +29.5% | +245.4% | +221.7% |
| 5Y | +300.6% | +39.7% | +260.9% | +225.4% |
| 10Y | +944.2% | +200.1% | +744.1% | +552.3% |
| All | +944.2% | +197.6% | +746.6% | +552.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling