+1,059.7%
APH vs ECL
+150.6%
+909.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +5.0% | -2.6% | +7.6% | +6.4% |
| 30D | -3.9% | -2.2% | -1.7% | -2.9% |
| 3M | +13.0% | +10.1% | +2.9% | +6.5% |
| 6M | +25.2% | -5.7% | +30.9% | +28.1% |
| YTD | +22.9% | +7.0% | +16.0% | +17.4% |
| 1Y | +47.8% | +2.7% | +45.2% | +43.4% |
| 3Y | +283.0% | +57.7% | +225.3% | +187.9% |
| 5Y | +349.7% | +31.1% | +318.5% | +267.9% |
| All | +1,059.7% | +150.6% | +909.1% | +575.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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