+951.3%
APH vs ED
+132.0%
+819.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.2% |
| 7D | +1.1% | -0.1% | +1.2% | +1.0% |
| 30D | -7.5% | +11.6% | -19.1% | -9.4% |
| 3M | -4.4% | +10.5% | -15.0% | -6.3% |
| 6M | +26.5% | +13.2% | +13.2% | +23.1% |
| YTD | +20.0% | +22.1% | -2.1% | +14.7% |
| 1Y | +16.9% | +24.2% | -7.3% | +11.1% |
| 3Y | +288.5% | +46.9% | +241.6% | +242.4% |
| 5Y | +310.3% | +80.8% | +229.5% | +235.1% |
| 10Y | +951.3% | +134.3% | +817.0% | +721.5% |
| All | +951.3% | +132.0% | +819.3% | +721.5% |
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