+883.4%
APH vs MET
+222.3%
+661.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.8% |
| 7D | -5.9% | -1.2% | -4.8% | -5.4% |
| 30D | -14.8% | +3.2% | -18.0% | -16.2% |
| 3M | -12.4% | -1.1% | -11.3% | -12.4% |
| 6M | +8.1% | +25.0% | -17.0% | -3.7% |
| YTD | +10.9% | +27.9% | -16.9% | -2.7% |
| 1Y | +8.8% | +32.9% | -24.1% | -6.4% |
| 3Y | +262.1% | +78.8% | +183.3% | +166.2% |
| 5Y | +283.1% | +79.6% | +203.6% | +177.3% |
| All | +883.4% | +222.3% | +661.1% | +438.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling