+352.5%
APH vs NRG
+190.8%
+161.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.8% |
| 7D | +1.6% | +3.9% | -2.2% | +0.1% |
| 30D | -3.0% | -3.0% | 0.0% | -2.2% |
| 3M | +5.7% | -10.9% | +16.7% | +8.6% |
| 6M | +20.0% | -25.3% | +45.3% | +30.7% |
| YTD | +20.8% | -26.8% | +47.6% | +32.8% |
| 1Y | +40.2% | -23.3% | +63.5% | +50.9% |
| 3Y | +288.1% | +208.6% | +79.5% | +151.3% |
| 5Y | +352.5% | +194.1% | +158.4% | +196.1% |
| All | +352.5% | +190.8% | +161.7% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 5y: compounded portfolio wealth divided by compounded NRG 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…
5y analysis · Full analysis span regression · 6 months rolling