+268.0%
APH vs ED
+86.8%
+181.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.9% | -10.3% | -9.2% |
| 7D | -12.7% | +5.2% | -17.9% | -12.3% |
| 30D | -19.2% | +15.5% | -34.7% | -18.2% |
| 3M | -16.7% | +13.0% | -29.7% | -15.8% |
| 6M | +5.1% | +13.1% | -8.0% | +6.2% |
| YTD | +6.6% | +25.3% | -18.7% | +7.4% |
| 1Y | +3.9% | +30.5% | -26.7% | +4.6% |
| 3Y | +246.0% | +49.3% | +196.7% | +226.7% |
| 5Y | +268.0% | +84.6% | +183.4% | +206.6% |
| All | +268.0% | +86.8% | +181.2% | +206.6% |
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 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