+306.4%
APH vs FE
+48.8%
+257.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -8.4% | +4.3% | -12.7% | -9.1% |
| 3M | -4.5% | +0.4% | -4.9% | -4.6% |
| 6M | +25.3% | +6.9% | +18.3% | +23.1% |
| YTD | +18.9% | +8.0% | +10.9% | +16.8% |
| 1Y | +11.9% | +4.8% | +7.1% | +10.6% |
| 3Y | +278.0% | +49.0% | +229.0% | +231.2% |
| 5Y | +306.4% | +46.2% | +260.2% | +245.6% |
| All | +306.4% | +48.8% | +257.6% | +245.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling