+298.4%
APH vs SE
+589.8%
-291.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.2% | -46.6% | -47.6% |
| 7D | -48.7% | -5.3% | -43.4% | -48.2% |
| 30D | -51.9% | -2.5% | -49.5% | -51.8% |
| 3M | -43.6% | +21.7% | -65.3% | -45.5% |
| 6M | -37.5% | +27.0% | -64.5% | -40.3% |
| YTD | -38.6% | -12.1% | -26.5% | -38.1% |
| 1Y | -26.3% | -40.9% | +14.6% | -21.2% |
| 3Y | +89.2% | +191.0% | -101.8% | +56.0% |
| 5Y | +119.8% | -68.3% | +188.1% | +133.2% |
| All | +298.4% | +589.8% | -291.4% | +150.4% |
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