+122.9%
APH vs EXC
+47.1%
+75.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.8% | -48.6% | -47.9% |
| 7D | -48.7% | +0.2% | -48.9% | -48.7% |
| 30D | -51.9% | -3.7% | -48.2% | -51.8% |
| 3M | -43.6% | -1.3% | -42.3% | -43.7% |
| 6M | -37.5% | -9.7% | -27.8% | -36.9% |
| YTD | -38.6% | +2.9% | -41.5% | -39.3% |
| 1Y | -26.3% | +4.4% | -30.7% | -27.4% |
| 3Y | +89.2% | +22.2% | +67.0% | +77.4% |
| All | +122.9% | +47.1% | +75.8% | +90.2% |
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