+10,694.6%
APH vs SPYG
+564.9%
+10,129.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +5.0% | +0.4% | +4.6% | +4.5% |
| 30D | -3.9% | -0.4% | -3.4% | -3.4% |
| 3M | +13.0% | +0.5% | +12.4% | +12.6% |
| 6M | +25.2% | +17.5% | +7.7% | +6.8% |
| YTD | +22.9% | +14.3% | +8.6% | +8.2% |
| 1Y | +47.8% | +21.7% | +26.1% | +22.7% |
| 3Y | +283.0% | +98.6% | +184.4% | +98.0% |
| 5Y | +349.7% | +85.1% | +264.6% | +145.6% |
| 10Y | +1,061.2% | +412.0% | +649.2% | +125.5% |
| All | +10,694.6% | +564.9% | +10,129.8% | +1,400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling