+930.0%
APH vs EXC
+205.3%
+724.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.2% |
| 7D | +4.9% | +1.4% | +3.5% | +4.4% |
| 30D | -5.4% | +8.6% | -14.0% | -8.5% |
| 3M | -5.5% | +2.4% | -7.8% | -6.6% |
| 6M | +25.9% | +6.5% | +19.5% | +21.8% |
| YTD | +16.4% | +9.0% | +7.3% | +11.2% |
| 1Y | +16.5% | +4.6% | +11.9% | +12.9% |
| 3Y | +270.9% | +33.5% | +237.4% | +214.1% |
| 5Y | +289.5% | +41.4% | +248.1% | +215.0% |
| All | +930.0% | +205.3% | +724.7% | +541.0% |
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