+268.0%
APH vs ECL
+41.4%
+226.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.9% | -6.4% | -8.0% |
| 7D | -12.7% | +1.7% | -14.4% | -13.4% |
| 30D | -19.2% | +8.9% | -28.1% | -22.4% |
| 3M | -16.7% | +7.4% | -24.1% | -19.6% |
| 6M | +5.1% | +19.3% | -14.2% | -4.1% |
| YTD | +6.6% | +17.4% | -10.9% | -2.3% |
| 1Y | +3.9% | +19.4% | -15.5% | -5.6% |
| 3Y | +246.0% | +80.5% | +165.5% | +148.3% |
| 5Y | +268.0% | +40.2% | +227.8% | +193.9% |
| All | +268.0% | +41.4% | +226.6% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling