+277.4%
APH vs SRE
+23.7%
+253.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +11.1% | -1.1% | +12.2% | +11.4% |
| 30D | -7.3% | -4.1% | -3.2% | -6.2% |
| 3M | -6.2% | -7.3% | +1.1% | -4.4% |
| 6M | +24.9% | -14.1% | +39.0% | +29.8% |
| YTD | +18.4% | -8.5% | +26.9% | +20.5% |
| 1Y | +13.0% | -12.0% | +25.0% | +16.3% |
| All | +277.4% | +23.7% | +253.7% | +248.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling