+282.2%
APH vs UL
+31.0%
+251.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.2% |
| 7D | -5.9% | +1.1% | -7.1% | -6.1% |
| 30D | -14.8% | +8.2% | -23.0% | -15.6% |
| 3M | -12.4% | +4.5% | -17.0% | -12.9% |
| 6M | +8.1% | +12.6% | -4.5% | +5.9% |
| YTD | +10.9% | +3.5% | +7.4% | +10.5% |
| 1Y | +8.8% | -0.4% | +9.2% | +9.1% |
| 3Y | +262.1% | +36.0% | +226.1% | +223.9% |
| All | +282.2% | +31.0% | +251.2% | +234.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling