+282.2%
APH vs SRE
+43.0%
+239.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.1% | +6.2% | +4.8% |
| 7D | -5.9% | -9.2% | +3.2% | -2.7% |
| 30D | -14.8% | -1.9% | -12.9% | -14.2% |
| 3M | -12.4% | -6.5% | -5.9% | -10.6% |
| 6M | +8.1% | -15.2% | +23.3% | +13.9% |
| YTD | +10.9% | -9.5% | +20.4% | +13.9% |
| 1Y | +8.8% | -13.2% | +22.0% | +13.4% |
| 3Y | +262.1% | +19.5% | +242.6% | +221.1% |
| All | +282.2% | +43.0% | +239.1% | +202.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling