+16.4%
APH vs MXL
+276.5%
-260.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -11.1% | +5.0% | -4.9% |
| 7D | -2.4% | -24.3% | +21.9% | +0.7% |
| 30D | -9.5% | -46.1% | +36.6% | -3.5% |
| 3M | -7.6% | -21.8% | +14.2% | -5.6% |
| 6M | +12.4% | -27.2% | +39.6% | +14.8% |
| YTD | +17.5% | +226.2% | -208.6% | -14.6% |
| 1Y | +16.4% | +297.0% | -280.6% | -21.3% |
| All | +16.4% | +276.5% | -260.1% | -21.3% |
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