+11,667.7%
APH vs MET
+1,300.1%
+10,367.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | +5.0% | +1.2% | +3.8% | +4.5% |
| 30D | -3.9% | +1.4% | -5.3% | -4.5% |
| 3M | +13.0% | +17.7% | -4.7% | +5.8% |
| 6M | +25.2% | +35.0% | -9.8% | +11.4% |
| YTD | +22.9% | +26.3% | -3.3% | +11.8% |
| 1Y | +47.8% | +22.8% | +25.0% | +35.3% |
| 3Y | +283.0% | +65.9% | +217.1% | +211.7% |
| 5Y | +349.7% | +85.4% | +264.3% | +248.4% |
| 10Y | +1,061.2% | +253.7% | +807.5% | +586.2% |
| All | +11,667.7% | +1,300.1% | +10,367.5% | +3,930.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded MET 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling