+514.9%
GEV vs APH
+179.8%
+335.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -0.6% |
| 7D | +3.7% | +4.9% | -1.1% | +0.1% |
| 30D | -14.7% | -5.4% | -9.3% | -10.8% |
| 3M | -23.4% | -5.5% | -18.0% | -19.9% |
| 6M | -24.3% | +25.9% | -50.2% | -36.3% |
| YTD | +23.2% | +16.4% | +6.8% | +1.5% |
| 1Y | +44.2% | +16.5% | +27.7% | +18.9% |
| All | +514.9% | +179.8% | +335.0% | +131.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling