+90.5%
APH vs ED
+34.8%
+55.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.3% | -48.0% | -47.7% |
| 7D | -48.7% | +0.6% | -49.3% | -48.5% |
| 30D | -51.9% | -0.1% | -51.8% | -51.9% |
| 3M | -43.6% | +3.9% | -47.5% | -42.5% |
| 6M | -37.5% | -3.0% | -34.5% | -37.9% |
| YTD | -38.6% | +10.7% | -49.3% | -35.8% |
| 1Y | -26.3% | +13.3% | -39.7% | -22.0% |
| All | +90.5% | +34.8% | +55.6% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling