+8.1%
APH vs SPYG
-2.1%
+10.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +2.9% |
| 7D | -5.9% | -3.6% | -2.3% | -0.9% |
| 30D | -14.8% | -11.2% | -3.6% | +0.2% |
| 3M | -12.4% | -8.1% | -4.4% | -1.3% |
| 6M | +8.1% | -3.3% | +11.4% | +16.2% |
| All | +8.1% | -2.1% | +10.2% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling