+215.0%
APH vs TE
-53.0%
+268.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.4% | -51.2% | -48.1% |
| 7D | -48.7% | -7.3% | -41.4% | -48.5% |
| 30D | -51.9% | -15.9% | -36.0% | -51.5% |
| 3M | -43.6% | -60.5% | +17.0% | -39.9% |
| 6M | -37.5% | -35.2% | -2.3% | -37.0% |
| YTD | -38.6% | -31.1% | -7.5% | -38.8% |
| 1Y | -26.3% | +148.6% | -175.0% | -35.4% |
| 3Y | +89.2% | -26.4% | +115.6% | +73.4% |
| 5Y | +119.8% | -48.0% | +167.8% | +101.5% |
| All | +215.0% | -53.0% | +268.0% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling