+282.2%
APH vs EXC
+41.2%
+240.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.3% |
| 7D | -5.9% | -1.2% | -4.8% | -5.9% |
| 30D | -14.8% | +10.0% | -24.8% | -15.7% |
| 3M | -12.4% | +1.6% | -14.0% | -12.6% |
| 6M | +8.1% | +3.3% | +4.8% | +7.3% |
| YTD | +10.9% | +7.6% | +3.4% | +9.3% |
| 1Y | +8.8% | +3.5% | +5.3% | +7.7% |
| 3Y | +262.1% | +27.7% | +234.4% | +238.5% |
| All | +282.2% | +41.2% | +240.9% | +209.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling