+310.3%
APH vs ECL
+40.6%
+269.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.0% | +6.2% | +7.3% |
| 7D | +1.1% | -0.5% | +1.6% | +1.3% |
| 30D | -7.5% | +8.8% | -16.3% | -11.2% |
| 3M | -4.4% | +7.8% | -12.3% | -8.0% |
| 6M | +26.5% | +21.3% | +5.2% | +14.5% |
| YTD | +20.0% | +17.8% | +2.3% | +9.9% |
| 1Y | +16.9% | +21.1% | -4.2% | +5.5% |
| 3Y | +288.5% | +80.1% | +208.4% | +179.2% |
| 5Y | +310.3% | +40.5% | +269.8% | +227.3% |
| All | +310.3% | +40.6% | +269.7% | +227.3% |
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