+285.6%
APH vs EXE
+18.5%
+267.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.1% |
| 7D | +5.0% | -0.3% | +5.2% | +5.0% |
| 30D | -3.9% | +8.5% | -12.3% | -5.7% |
| 3M | +13.0% | +5.5% | +7.5% | +11.3% |
| 6M | +25.2% | -5.9% | +31.0% | +26.5% |
| YTD | +22.9% | -9.7% | +32.7% | +25.0% |
| 1Y | +47.8% | +3.6% | +44.3% | +42.1% |
| All | +285.6% | +18.5% | +267.1% | +252.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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