+158.5%
APH vs EXE
+191.4%
-32.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.3% | -47.5% | -47.7% |
| 7D | -48.7% | -0.1% | -48.6% | -48.7% |
| 30D | -51.9% | +8.5% | -60.4% | -52.7% |
| 3M | -43.6% | +5.5% | -49.0% | -44.2% |
| 6M | -37.5% | -5.9% | -31.6% | -37.0% |
| YTD | -38.6% | -9.7% | -28.9% | -37.9% |
| 1Y | -26.3% | +3.6% | -29.9% | -27.8% |
| 3Y | +89.2% | +18.0% | +71.2% | +79.9% |
| 5Y | +119.8% | +109.4% | +10.4% | +92.1% |
| All | +158.5% | +191.4% | -32.9% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling