+16.5%
APH vs DE
+41.5%
-25.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.6% |
| 7D | +4.9% | +0.3% | +4.6% | +4.9% |
| 30D | -5.4% | +3.6% | -9.0% | -5.7% |
| 3M | -5.5% | +10.2% | -15.7% | -6.6% |
| 6M | +25.9% | +16.6% | +9.3% | +23.2% |
| YTD | +16.4% | +45.8% | -29.5% | +21.5% |
| 1Y | +16.5% | +43.9% | -27.4% | +21.2% |
| All | +16.5% | +41.5% | -25.0% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling