+147.9%
APH vs WETO
-99.4%
+247.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.1% | -8.4% | -1.4% |
| 7D | -2.2% | -19.9% | +17.7% | -2.1% |
| 30D | -4.0% | -42.7% | +38.6% | -5.6% |
| 3M | +7.7% | -97.7% | +105.4% | +11.0% |
| 6M | +17.8% | -94.4% | +112.2% | +18.2% |
| YTD | +19.2% | -97.0% | +116.2% | +20.0% |
| 1Y | +35.7% | -98.9% | +134.5% | +38.2% |
| All | +147.9% | -99.4% | +247.3% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3y: compounded portfolio wealth divided by compounded WETO 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…
3y analysis · Full analysis span regression · 6 months rolling