+355.9%
APH vs SRE
+47.8%
+308.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +5.0% | -0.3% | +5.3% | +5.1% |
| 30D | -3.9% | -0.7% | -3.1% | -3.9% |
| 3M | +13.0% | -6.3% | +19.3% | +14.9% |
| 6M | +25.2% | -10.7% | +35.8% | +29.4% |
| YTD | +22.9% | -3.5% | +26.4% | +23.5% |
| 1Y | +47.8% | +5.3% | +42.5% | +43.6% |
| 3Y | +283.0% | +31.8% | +251.2% | +228.2% |
| All | +355.9% | +47.8% | +308.1% | +271.9% |
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 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