+378.3%
APH vs EXE
+151.8%
+226.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.0% | +4.3% |
| 7D | -5.9% | -6.6% | +0.6% | -4.7% |
| 30D | -14.8% | -4.0% | -10.8% | -14.2% |
| 3M | -12.4% | -7.5% | -5.0% | -11.3% |
| 6M | +8.1% | -11.7% | +19.7% | +10.1% |
| YTD | +10.9% | -22.0% | +32.9% | +15.2% |
| 1Y | +8.8% | -21.8% | +30.6% | +12.7% |
| 3Y | +262.1% | +8.0% | +254.0% | +250.1% |
| 5Y | +283.1% | +62.3% | +220.9% | +249.2% |
| All | +378.3% | +151.8% | +226.5% | +300.6% |
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