+282.2%
APH vs TE
-79.6%
+361.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.5% | +0.6% | +3.8% |
| 7D | -5.9% | -12.6% | +6.7% | -4.7% |
| 30D | -14.8% | -36.7% | +21.9% | -11.4% |
| 3M | -12.4% | -57.5% | +45.1% | -6.2% |
| 6M | +8.1% | -55.2% | +63.3% | +13.5% |
| YTD | +10.9% | -64.7% | +75.6% | +17.1% |
| 1Y | +8.8% | -35.9% | +44.6% | +8.5% |
| 3Y | +262.1% | -31.8% | +293.9% | +227.4% |
| All | +282.2% | -79.6% | +361.8% | +279.2% |
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