+1,041.3%
APH vs DE
+849.6%
+191.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | +0.2% | +0.7% | -0.5% | -0.1% |
| 30D | -3.3% | +9.6% | -13.0% | -7.1% |
| 3M | +14.0% | +19.0% | -4.9% | +5.8% |
| 6M | +24.4% | +16.1% | +8.4% | +16.2% |
| YTD | +21.4% | +47.0% | -25.6% | +2.0% |
| 1Y | +48.9% | +43.1% | +5.8% | +25.9% |
| 3Y | +290.1% | +77.5% | +212.6% | +193.9% |
| 5Y | +352.8% | +96.4% | +256.5% | +213.1% |
| 10Y | +1,041.3% | +852.9% | +188.4% | +309.1% |
| All | +1,041.3% | +849.6% | +191.7% | +309.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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