+951.3%
APH vs EXEL
+445.6%
+505.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.1% | +5.1% | +7.7% |
| 7D | +1.1% | +2.3% | -1.2% | +0.8% |
| 30D | -7.5% | +19.8% | -27.3% | -10.0% |
| 3M | -4.4% | +32.7% | -37.1% | -8.6% |
| 6M | +26.5% | +49.0% | -22.5% | +18.5% |
| YTD | +20.0% | +63.7% | -43.6% | +10.6% |
| 1Y | +16.9% | +75.8% | -58.9% | +6.5% |
| 3Y | +288.5% | +241.3% | +47.2% | +211.6% |
| 5Y | +310.3% | +289.0% | +21.2% | +217.8% |
| 10Y | +951.3% | +377.6% | +573.7% | +685.2% |
| All | +951.3% | +445.6% | +505.7% | +685.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling