+1,059.7%
APH vs KEY
+168.7%
+891.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +5.0% | +2.2% | +2.8% | +4.2% |
| 30D | -3.9% | -3.0% | -0.9% | -2.9% |
| 3M | +13.0% | +3.3% | +9.6% | +11.6% |
| 6M | +25.2% | +9.2% | +16.0% | +21.5% |
| YTD | +22.9% | +10.6% | +12.3% | +18.6% |
| 1Y | +47.8% | +20.4% | +27.4% | +38.3% |
| 3Y | +283.0% | +121.8% | +161.2% | +186.2% |
| 5Y | +349.7% | +41.1% | +308.5% | +273.5% |
| All | +1,059.7% | +168.7% | +891.0% | +633.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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