+951.3%
APH vs LEN
+166.0%
+785.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.2% | +5.0% | +7.3% |
| 7D | +1.1% | +0.6% | +0.5% | +0.6% |
| 30D | -7.5% | +19.4% | -26.9% | -12.9% |
| 3M | -4.4% | +4.5% | -9.0% | -6.7% |
| 6M | +26.5% | +4.9% | +21.5% | +22.6% |
| YTD | +20.0% | -8.9% | +29.0% | +20.6% |
| 1Y | +16.9% | -23.0% | +39.8% | +23.1% |
| 3Y | +288.5% | -16.7% | +305.2% | +283.2% |
| 5Y | +310.3% | -4.5% | +314.7% | +274.9% |
| 10Y | +951.3% | +162.2% | +789.1% | +581.4% |
| All | +951.3% | +166.0% | +785.2% | +581.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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