+1,055.9%
APH vs EXPE
+176.0%
+879.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.3% |
| 7D | +5.0% | -9.5% | +14.5% | +7.6% |
| 30D | -3.9% | -6.6% | +2.8% | -2.5% |
| 3M | +13.0% | +31.4% | -18.4% | +3.7% |
| 6M | +25.2% | +35.2% | -10.0% | +13.5% |
| YTD | +22.9% | +5.8% | +17.1% | +18.0% |
| 1Y | +47.8% | +38.7% | +9.2% | +30.2% |
| 3Y | +283.0% | +175.8% | +107.2% | +166.4% |
| 5Y | +349.7% | +111.8% | +237.8% | +219.9% |
| All | +1,055.9% | +176.0% | +879.9% | +544.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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