+1,059.7%
APH vs FLEX
+995.9%
+63.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +5.0% | -0.9% | +5.9% | +5.3% |
| 30D | -3.9% | -10.1% | +6.3% | -0.2% |
| 3M | +13.0% | -31.3% | +44.3% | +27.6% |
| 6M | +25.2% | +71.3% | -46.1% | -4.0% |
| YTD | +22.9% | +81.2% | -58.3% | -7.7% |
| 1Y | +47.8% | +98.5% | -50.7% | +6.7% |
| 3Y | +283.0% | +428.2% | -145.2% | +87.7% |
| 5Y | +349.7% | +657.3% | -307.6% | +89.7% |
| All | +1,059.7% | +995.9% | +63.8% | +275.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling