+951.3%
APH vs EXPE
+119.8%
+831.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | 0.0% | +8.2% | +8.2% |
| 7D | +1.1% | -13.3% | +14.4% | +4.3% |
| 30D | -7.5% | -5.5% | -2.0% | -7.0% |
| 3M | -4.4% | -16.5% | +12.0% | -1.4% |
| 6M | +26.5% | +13.1% | +13.4% | +19.3% |
| YTD | +20.0% | -8.0% | +28.0% | +18.0% |
| 1Y | +16.9% | +1.1% | +15.8% | +11.7% |
| 3Y | +288.5% | +131.2% | +157.3% | +181.1% |
| 5Y | +310.3% | +39.8% | +270.5% | +226.5% |
| 10Y | +951.3% | +118.5% | +832.8% | +501.7% |
| All | +951.3% | +119.8% | +831.5% | +501.7% |
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