+883.4%
APH vs XME
+300.2%
+583.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.4% | +0.8% | +2.5% |
| 7D | -5.9% | -4.5% | -1.5% | -3.7% |
| 30D | -14.8% | -10.9% | -3.9% | -9.8% |
| 3M | -12.4% | -15.3% | +2.8% | -5.4% |
| 6M | +8.1% | -24.6% | +32.7% | +22.8% |
| YTD | +10.9% | -9.6% | +20.6% | +15.0% |
| 1Y | +8.8% | +2.9% | +5.9% | +6.2% |
| 3Y | +262.1% | +86.9% | +175.2% | +163.9% |
| 5Y | +283.1% | +115.2% | +168.0% | +154.2% |
| All | +883.4% | +300.2% | +583.2% | +355.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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