+2,534.5%
APH vs XME
+242.3%
+2,292.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.4% | -48.2% | -48.0% |
| 7D | -48.7% | -3.6% | -45.1% | -47.9% |
| 30D | -51.9% | +6.0% | -57.9% | -53.4% |
| 3M | -43.6% | -7.7% | -35.8% | -41.8% |
| 6M | -37.5% | +1.0% | -38.5% | -38.5% |
| YTD | -38.6% | +14.6% | -53.3% | -43.2% |
| 1Y | -26.3% | +46.0% | -72.3% | -39.3% |
| 3Y | +89.2% | +127.0% | -37.8% | +26.0% |
| 5Y | +119.8% | +175.8% | -56.0% | +29.5% |
| 10Y | +454.3% | +414.6% | +39.6% | +126.0% |
| All | +2,534.5% | +242.3% | +2,292.2% | +872.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling