-26.3%
APH vs MXL
+316.6%
-342.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +4.7% | -52.5% | -48.2% |
| 7D | -48.7% | -1.1% | -47.6% | -48.8% |
| 30D | -51.9% | -7.0% | -44.9% | -51.8% |
| 3M | -43.6% | -33.4% | -10.2% | -42.2% |
| 6M | -37.5% | +260.2% | -297.7% | -52.8% |
| YTD | -38.6% | +260.0% | -298.6% | -53.8% |
| 1Y | -26.3% | +303.5% | -329.8% | -46.8% |
| All | -26.3% | +316.6% | -342.9% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling