+247.7%
APH vs ECL
+81.2%
+166.5%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.4% |
| 7D | -12.7% | +1.7% | -14.4% | -13.2% |
| 30D | -19.2% | +8.9% | -28.1% | -21.5% |
| 3M | -16.7% | +7.4% | -24.1% | -18.8% |
| 6M | +5.1% | +19.3% | -14.2% | -1.9% |
| YTD | +6.6% | +17.4% | -10.9% | -0.1% |
| 1Y | +3.9% | +19.4% | -15.5% | -3.2% |
| All | +247.7% | +81.2% | +166.5% | +179.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling