+951.3%
APH vs FE
+108.0%
+843.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.4% | +7.8% | +8.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.4% |
| 30D | -7.5% | +4.6% | -12.1% | -8.8% |
| 3M | -4.4% | -0.8% | -3.6% | -4.3% |
| 6M | +26.5% | +7.3% | +19.2% | +23.2% |
| YTD | +20.0% | +8.3% | +11.7% | +16.7% |
| 1Y | +16.9% | +5.7% | +11.2% | +14.4% |
| 3Y | +288.5% | +49.0% | +239.5% | +233.7% |
| 5Y | +310.3% | +49.2% | +261.1% | +249.4% |
| 10Y | +951.3% | +110.7% | +840.6% | +770.4% |
| All | +951.3% | +108.0% | +843.3% | +770.4% |
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