+911.5%
BE vs APH
+693.1%
+218.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.4% |
| 7D | +20.0% | +5.0% | +15.0% | +13.8% |
| 30D | +7.9% | -3.9% | +11.8% | +13.3% |
| 3M | -13.2% | +13.0% | -26.2% | -20.8% |
| 6M | +53.5% | +25.2% | +28.3% | +25.2% |
| YTD | +191.0% | +22.9% | +168.1% | +130.8% |
| 1Y | +360.5% | +47.8% | +312.7% | +207.7% |
| 3Y | +1,568.0% | +283.0% | +1,285.0% | +261.9% |
| 5Y | +1,055.2% | +349.7% | +705.5% | +117.0% |
| All | +911.5% | +693.1% | +218.4% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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