+883.4%
APH vs EXC
+175.8%
+707.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.8% |
| 7D | -5.9% | -1.2% | -4.8% | -5.7% |
| 30D | -14.8% | +10.0% | -24.8% | -17.9% |
| 3M | -12.4% | +1.6% | -14.0% | -13.3% |
| 6M | +8.1% | +3.3% | +4.8% | +5.8% |
| YTD | +10.9% | +7.6% | +3.4% | +6.5% |
| 1Y | +8.8% | +3.5% | +5.3% | +5.9% |
| 3Y | +262.1% | +27.7% | +234.4% | +213.3% |
| 5Y | +283.1% | +41.1% | +242.0% | +210.1% |
| All | +883.4% | +175.8% | +707.6% | +531.5% |
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