+282.2%
APH vs ECL
+37.7%
+244.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.9% |
| 7D | -5.9% | -0.8% | -5.2% | -5.7% |
| 30D | -14.8% | +8.1% | -22.9% | -18.0% |
| 3M | -12.4% | +6.4% | -18.8% | -15.2% |
| 6M | +8.1% | +14.8% | -6.7% | +0.4% |
| YTD | +10.9% | +15.5% | -4.5% | +2.5% |
| 1Y | +8.8% | +20.1% | -11.3% | -1.6% |
| 3Y | +262.1% | +77.8% | +184.3% | +161.4% |
| All | +282.2% | +37.7% | +244.5% | +207.6% |
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