+8.8%
APH vs FE
+6.2%
+2.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.1% |
| 7D | -5.9% | 0.0% | -5.9% | -6.0% |
| 30D | -14.8% | +5.2% | -20.0% | -15.3% |
| 3M | -12.4% | 0.0% | -12.4% | -12.2% |
| 6M | +8.1% | +5.0% | +3.0% | +4.4% |
| YTD | +10.9% | +7.9% | +3.1% | +5.0% |
| 1Y | +8.8% | +6.3% | +2.4% | +4.1% |
| All | +8.8% | +6.2% | +2.6% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling