+1,055.9%
APH vs UL
+65.1%
+990.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +5.0% | -1.3% | +6.3% | +5.3% |
| 30D | -3.9% | +0.5% | -4.4% | -4.1% |
| 3M | +13.0% | +17.6% | -4.6% | +6.7% |
| 6M | +25.2% | -5.4% | +30.5% | +26.5% |
| YTD | +22.9% | +0.7% | +22.2% | +21.6% |
| 1Y | +47.8% | -9.3% | +57.1% | +50.9% |
| 3Y | +283.0% | +24.5% | +258.5% | +241.9% |
| 5Y | +349.7% | +23.2% | +326.4% | +296.5% |
| All | +1,055.9% | +65.1% | +990.8% | +885.5% |
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