+844.5%
APH vs QLD
+1,338.5%
-494.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.7% | +3.4% | -3.7% |
| 7D | -12.7% | -18.6% | +5.8% | -4.6% |
| 30D | -19.2% | -28.3% | +9.1% | -6.5% |
| 3M | -16.7% | -20.4% | +3.7% | -7.9% |
| 6M | +5.1% | -14.3% | +19.4% | +11.9% |
| YTD | +6.6% | +2.8% | +3.8% | +4.7% |
| 1Y | +3.9% | -1.2% | +5.1% | +3.9% |
| 3Y | +246.0% | +135.3% | +110.7% | +137.8% |
| 5Y | +268.0% | +62.6% | +205.4% | +173.0% |
| All | +844.5% | +1,338.5% | -494.0% | +175.2% |
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