+285.2%
APH vs TE
-82.5%
+367.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.5% |
| 7D | +4.9% | -19.1% | +23.9% | +6.9% |
| 30D | -5.4% | -34.1% | +28.7% | -1.9% |
| 3M | -5.5% | -60.1% | +54.7% | +2.0% |
| 6M | +25.9% | -66.0% | +91.9% | +35.7% |
| YTD | +16.4% | -71.4% | +87.8% | +25.2% |
| 1Y | +16.5% | -45.3% | +61.8% | +18.1% |
| 3Y | +270.9% | +9.1% | +261.7% | +220.1% |
| All | +285.2% | -82.5% | +367.7% | +290.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling