+122.9%
APH vs FE
+45.0%
+77.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.0% | -49.8% | -48.1% |
| 7D | -48.7% | +1.1% | -49.8% | -48.9% |
| 30D | -51.9% | -1.2% | -50.8% | -51.9% |
| 3M | -43.6% | +3.5% | -47.0% | -44.2% |
| 6M | -37.5% | -6.1% | -31.5% | -37.0% |
| YTD | -38.6% | +7.6% | -46.2% | -39.8% |
| 1Y | -26.3% | +11.9% | -38.2% | -28.4% |
| 3Y | +89.2% | +48.4% | +40.8% | +65.2% |
| All | +122.9% | +45.0% | +77.9% | +89.7% |
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