+1,059.7%
APH vs XME
+407.4%
+652.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +5.0% | -0.1% | +5.1% | +4.9% |
| 30D | -3.9% | +6.0% | -9.9% | -6.6% |
| 3M | +13.0% | -7.7% | +20.7% | +16.7% |
| 6M | +25.2% | +1.0% | +24.2% | +23.3% |
| YTD | +22.9% | +14.6% | +8.3% | +13.8% |
| 1Y | +47.8% | +46.0% | +1.9% | +21.7% |
| 3Y | +283.0% | +127.0% | +156.0% | +154.6% |
| 5Y | +349.7% | +175.8% | +173.8% | +165.5% |
| All | +1,059.7% | +407.4% | +652.3% | +372.0% |
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