+247.7%
APH vs EXC
+28.8%
+219.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.6% | -10.0% | -9.2% |
| 7D | -12.7% | +1.4% | -14.1% | -12.4% |
| 30D | -19.2% | +11.6% | -30.8% | -17.0% |
| 3M | -16.7% | +2.7% | -19.3% | -15.9% |
| 6M | +5.1% | +2.7% | +2.5% | +6.1% |
| YTD | +6.6% | +9.7% | -3.1% | +9.1% |
| 1Y | +3.9% | +4.5% | -0.6% | +5.3% |
| All | +247.7% | +28.8% | +219.0% | +274.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling