+11,118.8%
APH vs FE
+561.4%
+10,557.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +2.0% | -49.8% | -48.4% |
| 7D | -48.7% | +1.1% | -49.8% | -49.2% |
| 30D | -51.9% | -1.2% | -50.8% | -52.1% |
| 3M | -43.6% | +3.5% | -47.0% | -44.8% |
| 6M | -37.5% | -6.1% | -31.5% | -36.9% |
| YTD | -38.6% | +7.6% | -46.2% | -40.7% |
| 1Y | -26.3% | +11.9% | -38.2% | -29.9% |
| 3Y | +89.2% | +48.4% | +40.8% | +60.1% |
| 5Y | +119.8% | +44.8% | +75.0% | +86.2% |
| 10Y | +454.3% | +115.9% | +338.4% | +291.2% |
| All | +11,118.8% | +561.4% | +10,557.4% | +7,074.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling