+951.3%
APH vs UL
+102.0%
+849.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +8.0% |
| 7D | +1.1% | +0.3% | +0.8% | +0.9% |
| 30D | -7.5% | +7.0% | -14.5% | -9.4% |
| 3M | -4.4% | +5.8% | -10.2% | -6.3% |
| 6M | +26.5% | +16.1% | +10.3% | +19.7% |
| YTD | +20.0% | +4.5% | +15.6% | +17.2% |
| 1Y | +16.9% | -1.3% | +18.2% | +16.0% |
| 3Y | +288.5% | +35.0% | +253.5% | +236.5% |
| 5Y | +310.3% | +31.9% | +278.4% | +252.3% |
| 10Y | +951.3% | +99.3% | +852.0% | +738.1% |
| All | +951.3% | +102.0% | +849.3% | +738.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling