+844.5%
APH vs FE
+108.3%
+736.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.2% | -9.2% | -9.3% |
| 7D | -12.7% | +0.6% | -13.3% | -12.9% |
| 30D | -19.2% | +6.4% | -25.6% | -20.7% |
| 3M | -16.7% | -0.5% | -16.2% | -16.7% |
| 6M | +5.1% | +4.7% | +0.4% | +3.2% |
| YTD | +6.6% | +8.4% | -1.8% | +3.6% |
| 1Y | +3.9% | +7.2% | -3.3% | +1.3% |
| 3Y | +246.0% | +44.9% | +201.1% | +200.3% |
| 5Y | +268.0% | +46.3% | +221.7% | +215.6% |
| All | +844.5% | +108.3% | +736.2% | +683.2% |
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