+285.2%
APH vs EXE
+76.7%
+208.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -1.9% |
| 7D | +4.9% | +5.3% | -0.4% | +3.8% |
| 30D | -5.4% | -2.2% | -3.2% | -5.0% |
| 3M | -5.5% | -5.9% | +0.4% | -4.5% |
| 6M | +25.9% | -5.7% | +31.6% | +26.8% |
| YTD | +16.4% | -17.8% | +34.2% | +19.8% |
| 1Y | +16.5% | -23.1% | +39.6% | +21.7% |
| 3Y | +270.9% | +21.2% | +249.7% | +249.6% |
| All | +285.2% | +76.7% | +208.5% | +245.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling