+28,228.0%
APH vs SRE
+1,436.4%
+26,791.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.8% | +7.4% | +7.9% |
| 7D | +1.1% | -8.4% | +9.5% | +5.0% |
| 30D | -7.5% | -3.2% | -4.3% | -6.2% |
| 3M | -4.4% | -5.3% | +0.9% | -2.6% |
| 6M | +26.5% | -12.6% | +39.1% | +32.9% |
| YTD | +20.0% | -8.8% | +28.8% | +23.7% |
| 1Y | +16.9% | -13.4% | +30.3% | +23.0% |
| 3Y | +288.5% | +24.4% | +264.1% | +241.7% |
| 5Y | +310.3% | +47.3% | +263.0% | +232.5% |
| 10Y | +951.3% | +116.7% | +834.6% | +599.8% |
| All | +28,228.0% | +1,436.4% | +26,791.6% | +11,460.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling