+619.5%
APH vs SE
+365.4%
+254.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.7% | -3.6% | -8.4% |
| 7D | -12.7% | -1.2% | -11.5% | -12.5% |
| 30D | -19.2% | -21.7% | +2.5% | -16.0% |
| 3M | -16.7% | -34.2% | +17.5% | -11.4% |
| 6M | +5.1% | -10.5% | +15.6% | +5.9% |
| YTD | +6.6% | -40.7% | +47.3% | +14.0% |
| 1Y | +3.9% | -52.1% | +56.0% | +14.8% |
| 3Y | +246.0% | +68.9% | +177.2% | +210.2% |
| 5Y | +268.0% | -78.9% | +346.8% | +315.5% |
| All | +619.5% | +365.4% | +254.1% | +379.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 all: compounded portfolio wealth divided by compounded SE 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…
all analysis · Full analysis span regression · 6 months rolling