+883.4%
APH vs FE
+105.3%
+778.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +4.5% |
| 7D | -5.9% | -1.0% | -4.9% | -5.7% |
| 30D | -14.8% | +4.1% | -19.0% | -15.9% |
| 3M | -12.4% | -1.0% | -11.4% | -12.3% |
| 6M | +8.1% | +4.0% | +4.1% | +6.3% |
| YTD | +10.9% | +6.8% | +4.1% | +8.3% |
| 1Y | +8.8% | +5.3% | +3.5% | +6.6% |
| 3Y | +262.1% | +44.6% | +217.5% | +214.1% |
| 5Y | +283.1% | +44.2% | +238.9% | +229.9% |
| All | +883.4% | +105.3% | +778.1% | +718.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling