+883.4%
APH vs ED
+129.3%
+754.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.5% |
| 7D | -5.9% | +1.6% | -7.6% | -6.3% |
| 30D | -14.8% | +13.3% | -28.1% | -16.8% |
| 3M | -12.4% | +9.7% | -22.1% | -14.0% |
| 6M | +8.1% | +12.8% | -4.7% | +5.3% |
| YTD | +10.9% | +22.3% | -11.4% | +6.0% |
| 1Y | +8.8% | +26.3% | -17.5% | +3.0% |
| 3Y | +262.1% | +45.0% | +217.0% | +220.9% |
| 5Y | +283.1% | +80.2% | +202.9% | +213.8% |
| All | +883.4% | +129.3% | +754.1% | +678.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling