+310.3%
APH vs ED
+82.1%
+228.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.1% | +8.3% | +8.2% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | -7.5% | +11.6% | -19.1% | -6.7% |
| 3M | -4.4% | +10.5% | -15.0% | -3.7% |
| 6M | +26.5% | +13.2% | +13.2% | +27.4% |
| YTD | +20.0% | +22.1% | -2.1% | +20.7% |
| 1Y | +16.9% | +24.2% | -7.3% | +17.5% |
| 3Y | +288.5% | +46.9% | +241.6% | +264.4% |
| 5Y | +310.3% | +80.8% | +229.5% | +237.2% |
| All | +310.3% | +82.1% | +228.2% | +237.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling