+1,062.5%
APH vs SPYG
+412.5%
+650.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +1.6% | +0.3% | +1.3% | +1.3% |
| 30D | -3.0% | -1.7% | -1.3% | -1.3% |
| 3M | +5.7% | +3.6% | +2.1% | +2.3% |
| 6M | +20.0% | +16.6% | +3.4% | +3.5% |
| YTD | +20.8% | +13.4% | +7.4% | +7.5% |
| 1Y | +40.2% | +19.6% | +20.7% | +19.0% |
| 3Y | +288.1% | +99.8% | +188.3% | +106.8% |
| 5Y | +352.5% | +85.0% | +267.6% | +156.6% |
| 10Y | +1,062.5% | +422.1% | +640.3% | +147.4% |
| All | +1,062.5% | +412.5% | +650.0% | +147.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling