+951.3%
APH vs WAB
+305.5%
+645.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +5.1% | +3.1% | +5.7% |
| 7D | +1.1% | +4.0% | -2.9% | -0.5% |
| 30D | -7.5% | +4.5% | -12.0% | -9.1% |
| 3M | -4.4% | +2.3% | -6.7% | -5.1% |
| 6M | +26.5% | +12.5% | +14.0% | +19.5% |
| YTD | +20.0% | +40.2% | -20.1% | +2.0% |
| 1Y | +16.9% | +45.2% | -28.3% | -2.4% |
| 3Y | +288.5% | +171.8% | +116.7% | +144.5% |
| 5Y | +310.3% | +217.6% | +92.7% | +139.8% |
| 10Y | +951.3% | +285.3% | +666.0% | +407.6% |
| All | +951.3% | +305.5% | +645.8% | +407.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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