+12.2%
APH vs ED
+24.9%
-12.7%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.3% |
| 7D | -5.0% | +2.1% | -7.2% | -3.3% |
| 30D | -8.4% | +12.4% | -20.8% | -0.3% |
| 3M | -4.5% | +13.1% | -17.6% | +4.3% |
| 6M | +25.3% | +14.1% | +11.2% | +37.0% |
| YTD | +18.9% | +23.1% | -4.1% | +40.0% |
| All | +12.2% | +24.9% | -12.7% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling