+262.1%
APH vs MXL
+188.6%
+73.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +11.0% | -6.9% | +2.5% |
| 7D | -5.9% | -27.1% | +21.2% | -1.9% |
| 30D | -14.8% | -54.2% | +39.4% | -5.7% |
| 3M | -12.4% | -29.9% | +17.5% | -9.0% |
| 6M | +8.1% | -39.5% | +47.5% | +11.8% |
| YTD | +10.9% | +182.2% | -171.2% | -14.6% |
| 1Y | +8.8% | +231.8% | -223.1% | -18.9% |
| 3Y | +262.1% | +195.9% | +66.2% | +151.8% |
| All | +262.1% | +188.6% | +73.4% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling