+296.4%
APH vs EXE
+73.6%
+222.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +11.1% | +2.9% | +8.3% | +10.5% |
| 30D | -7.3% | -4.9% | -2.4% | -6.4% |
| 3M | -6.2% | -8.3% | +2.1% | -4.7% |
| 6M | +24.9% | -7.8% | +32.8% | +26.4% |
| YTD | +18.4% | -19.0% | +37.5% | +22.3% |
| 1Y | +13.0% | -24.8% | +37.8% | +18.6% |
| 3Y | +276.4% | +20.8% | +255.6% | +255.2% |
| 5Y | +296.4% | +76.2% | +220.2% | +257.4% |
| All | +296.4% | +73.6% | +222.8% | +257.4% |
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 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