+157.4%
GE vs APH
+938.3%
-780.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | +5.4% | -5.0% | +10.4% | +7.9% |
| 30D | +9.6% | -8.4% | +18.0% | +14.2% |
| 3M | -7.7% | -4.5% | -3.2% | -6.9% |
| 6M | +14.0% | +25.3% | -11.2% | -4.6% |
| YTD | +10.2% | +18.9% | -8.8% | -8.5% |
| 1Y | +8.9% | +11.9% | -3.0% | -6.4% |
| 3Y | +273.7% | +278.0% | -4.3% | +28.1% |
| 5Y | +410.2% | +306.4% | +103.8% | +62.4% |
| 10Y | +157.4% | +955.2% | -797.7% | -52.4% |
| All | +157.4% | +938.3% | -780.9% | -52.4% |
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