+883.4%
APH vs SRE
+108.6%
+774.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +5.0% |
| 7D | -5.9% | -9.2% | +3.2% | -2.1% |
| 30D | -14.8% | -1.9% | -12.9% | -14.1% |
| 3M | -12.4% | -6.5% | -5.9% | -10.3% |
| 6M | +8.1% | -15.2% | +23.3% | +14.9% |
| YTD | +10.9% | -9.5% | +20.4% | +14.5% |
| 1Y | +8.8% | -13.2% | +22.0% | +14.3% |
| 3Y | +262.1% | +19.5% | +242.6% | +221.3% |
| 5Y | +283.1% | +43.6% | +239.6% | +209.4% |
| All | +883.4% | +108.6% | +774.8% | +624.4% |
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