+352.8%
APH vs SPYG
+84.3%
+268.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +0.2% | +1.2% | -1.0% | -1.0% |
| 30D | -3.3% | -1.6% | -1.8% | -1.8% |
| 3M | +14.0% | +3.4% | +10.7% | +10.5% |
| 6M | +24.4% | +18.9% | +5.5% | +4.8% |
| YTD | +21.4% | +13.8% | +7.6% | +7.2% |
| 1Y | +48.9% | +20.6% | +28.3% | +24.9% |
| 3Y | +290.1% | +100.5% | +189.6% | +110.8% |
| 5Y | +352.8% | +84.6% | +268.2% | +157.4% |
| All | +352.8% | +84.3% | +268.5% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling