+153.2%
GE vs APH
+1,061.2%
-908.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -1.6% | +5.0% | -6.6% | -4.4% |
| 30D | -11.6% | -3.9% | -7.7% | -9.8% |
| 3M | +3.0% | +13.0% | -10.0% | -6.0% |
| 6M | -0.5% | +25.2% | -25.7% | -16.2% |
| YTD | +9.7% | +22.9% | -13.2% | -9.3% |
| 1Y | +20.0% | +47.8% | -27.8% | -13.9% |
| 3Y | +275.8% | +283.0% | -7.2% | +30.4% |
| 5Y | +429.1% | +349.7% | +79.4% | +59.5% |
| All | +153.2% | +1,061.2% | -908.0% | -57.8% |
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