+1,062.5%
APH vs MXL
+273.2%
+789.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.5% | -8.0% | -1.9% |
| 7D | +1.6% | +19.0% | -17.4% | -1.7% |
| 30D | -3.0% | +4.5% | -7.5% | -4.3% |
| 3M | +5.7% | -1.5% | +7.3% | +3.1% |
| 6M | +20.0% | +348.6% | -328.6% | -22.3% |
| YTD | +20.8% | +310.3% | -289.5% | -20.5% |
| 1Y | +40.2% | +344.7% | -304.5% | -10.4% |
| 3Y | +288.1% | +211.2% | +76.9% | +139.7% |
| 5Y | +352.5% | +34.8% | +317.7% | +222.7% |
| 10Y | +1,062.5% | +286.5% | +775.9% | +447.5% |
| All | +1,062.5% | +273.2% | +789.2% | +447.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling