+1,059.7%
APH vs QLD
+1,646.9%
-587.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.7% |
| 7D | +5.0% | +0.6% | +4.4% | +4.6% |
| 30D | -3.9% | -0.1% | -3.7% | -3.9% |
| 3M | +13.0% | -8.4% | +21.3% | +16.8% |
| 6M | +25.2% | +32.2% | -7.1% | +10.0% |
| YTD | +22.9% | +28.9% | -6.0% | +9.3% |
| 1Y | +47.8% | +43.8% | +4.0% | +25.5% |
| 3Y | +283.0% | +176.6% | +106.4% | +143.8% |
| 5Y | +349.7% | +121.6% | +228.1% | +191.3% |
| All | +1,059.7% | +1,646.9% | -587.1% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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