+930.0%
APH vs UL
+109.3%
+820.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | +4.9% | +1.1% | +3.8% | +4.6% |
| 30D | -5.4% | +4.5% | -9.9% | -6.8% |
| 3M | -5.5% | +6.5% | -11.9% | -7.5% |
| 6M | +25.9% | +18.2% | +7.7% | +18.5% |
| YTD | +16.4% | +4.7% | +11.7% | +13.5% |
| 1Y | +16.5% | +0.8% | +15.7% | +14.8% |
| 3Y | +270.9% | +35.9% | +235.0% | +220.4% |
| 5Y | +289.5% | +33.4% | +256.1% | +233.0% |
| All | +930.0% | +109.3% | +820.7% | +713.4% |
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