+930.0%
APH vs ED
+147.1%
+782.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -2.0% |
| 7D | +4.9% | +2.1% | +2.8% | +4.5% |
| 30D | -5.4% | +10.4% | -15.8% | -7.1% |
| 3M | -5.5% | +12.5% | -18.0% | -7.5% |
| 6M | +25.9% | +14.9% | +11.0% | +22.3% |
| YTD | +16.4% | +24.8% | -8.5% | +10.8% |
| 1Y | +16.5% | +23.8% | -7.3% | +11.0% |
| 3Y | +270.9% | +51.6% | +219.2% | +224.7% |
| 5Y | +289.5% | +86.4% | +203.1% | +216.2% |
| All | +930.0% | +147.1% | +782.9% | +706.3% |
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