+955.2%
APH vs SRE
+117.6%
+837.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | -5.0% | -8.2% | +3.1% | -1.5% |
| 30D | -8.4% | -3.6% | -4.7% | -6.9% |
| 3M | -4.5% | -6.3% | +1.7% | -2.2% |
| 6M | +25.3% | -13.0% | +38.3% | +31.8% |
| YTD | +18.9% | -9.2% | +28.1% | +22.7% |
| 1Y | +11.9% | -13.1% | +25.1% | +17.6% |
| 3Y | +278.0% | +22.4% | +255.5% | +231.5% |
| 5Y | +306.4% | +47.1% | +259.3% | +224.3% |
| 10Y | +955.2% | +121.0% | +834.2% | +662.4% |
| All | +955.2% | +117.6% | +837.6% | +662.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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