+22,952.5%
APH vs FE
+567.2%
+22,385.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | 0.0% | -6.1% | -6.1% |
| 7D | -2.4% | +1.7% | -4.1% | -3.0% |
| 30D | -9.5% | +8.1% | -17.6% | -11.9% |
| 3M | -7.6% | -1.3% | -6.3% | -7.4% |
| 6M | +12.4% | +2.9% | +9.5% | +10.7% |
| YTD | +17.5% | +8.6% | +9.0% | +13.7% |
| 1Y | +16.4% | +6.3% | +10.1% | +13.4% |
| 3Y | +281.6% | +45.1% | +236.5% | +227.5% |
| 5Y | +317.7% | +47.1% | +270.6% | +253.7% |
| 10Y | +967.8% | +110.6% | +857.2% | +664.9% |
| All | +22,952.5% | +567.2% | +22,385.3% | +14,666.6% |
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