+61,451.9%
APH vs ECL
+11,473.9%
+49,978.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -1.4% | -46.4% | -47.1% |
| 7D | -48.7% | -2.3% | -46.4% | -47.8% |
| 30D | -51.9% | -2.2% | -49.8% | -51.2% |
| 3M | -43.6% | +10.1% | -53.7% | -46.0% |
| 6M | -37.5% | -5.7% | -31.8% | -35.9% |
| YTD | -38.6% | +7.0% | -45.6% | -40.6% |
| 1Y | -26.3% | +2.7% | -29.0% | -27.7% |
| 3Y | +89.2% | +57.7% | +31.5% | +50.6% |
| 5Y | +119.8% | +31.1% | +88.7% | +87.6% |
| 10Y | +454.3% | +150.9% | +303.4% | +249.3% |
| All | +61,451.9% | +11,473.9% | +49,978.0% | +19,216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling