+541.2%
APH vs TE
-48.3%
+589.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.0% | -11.2% | -2.1% |
| 7D | +0.2% | +18.2% | -18.0% | -1.3% |
| 30D | -3.3% | -13.5% | +10.2% | -2.4% |
| 3M | +14.0% | -44.6% | +58.6% | +18.4% |
| 6M | +24.4% | -24.7% | +49.1% | +24.2% |
| YTD | +21.4% | -24.3% | +45.7% | +20.3% |
| 1Y | +48.9% | +155.6% | -106.6% | +30.6% |
| 3Y | +290.1% | -18.3% | +308.4% | +254.9% |
| 5Y | +352.8% | -41.3% | +394.1% | +311.7% |
| All | +541.2% | -48.3% | +589.4% | +476.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling