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  • APH vs FE✓SelectedUSD · FEAPH vs FE performance historyLatest closeAs of+0.87%09/04
Stock and ETF performance explorer

APH vs FE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+24,015.1%
FE return
+561.4%
Excess return
+23,453.6%
Maximum drawdown
-63.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-04.

Portfolio and benchmark returns by period
PeriodPortfolioFEExcessAlpha
1D+0.9%-0.6%+1.4%+1.1%
7D+5.0%+1.9%+3.0%+4.3%
30D-3.9%-1.2%-2.7%-3.5%
3M+13.0%+3.5%+9.5%+11.2%
6M+25.2%-6.1%+31.2%+27.3%
YTD+22.9%+7.6%+15.3%+19.5%
1Y+47.8%+11.9%+35.9%+41.6%
3Y+283.0%+48.4%+234.6%+226.2%
5Y+349.7%+44.8%+304.9%+283.3%
10Y+1,061.2%+115.9%+945.3%+724.6%
All+24,015.1%+561.4%+23,453.6%+15,416.9%

Cumulative growth

Daily Returns

Daily percentage return beside FE.

Daily Out/Under-Performance

Portfolio return minus FE return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FE 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded FE 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…

1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling