+930.0%
APH vs FE
+126.1%
+803.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +4.9% | +1.2% | +3.7% | +4.5% |
| 30D | -5.4% | +4.5% | -9.9% | -6.7% |
| 3M | -5.5% | +1.3% | -6.8% | -6.0% |
| 6M | +25.9% | +8.7% | +17.3% | +22.2% |
| YTD | +16.4% | +9.2% | +7.1% | +12.8% |
| 1Y | +16.5% | +7.0% | +9.5% | +13.6% |
| 3Y | +270.9% | +51.4% | +219.5% | +216.8% |
| 5Y | +289.5% | +47.7% | +241.8% | +232.9% |
| All | +930.0% | +126.1% | +803.9% | +743.1% |
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