+8.1%
APH vs DE
+16.4%
-8.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.9% | +4.0% |
| 7D | -5.9% | -0.6% | -5.4% | -5.8% |
| 30D | -14.8% | +2.3% | -17.1% | -14.9% |
| 3M | -12.4% | +9.5% | -21.9% | -13.6% |
| 6M | +8.1% | +14.1% | -6.0% | +4.8% |
| All | +8.1% | +16.4% | -8.3% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling