+883.4%
APH vs EXPE
+115.0%
+768.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.9% | +9.0% | +5.3% |
| 7D | -5.9% | -9.3% | +3.4% | -4.0% |
| 30D | -14.8% | +0.1% | -14.9% | -15.7% |
| 3M | -12.4% | -15.3% | +2.9% | -10.0% |
| 6M | +8.1% | +5.5% | +2.6% | +3.9% |
| YTD | +10.9% | -8.0% | +18.9% | +9.1% |
| 1Y | +8.8% | +18.9% | -10.1% | -1.1% |
| 3Y | +262.1% | +135.5% | +126.5% | +160.4% |
| 5Y | +283.1% | +44.3% | +238.9% | +202.0% |
| All | +883.4% | +115.0% | +768.4% | +466.3% |
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