+355.9%
APH vs ED
+67.1%
+288.9%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.8% |
| 7D | +5.0% | -0.2% | +5.1% | +4.9% |
| 30D | -3.9% | -0.1% | -3.7% | -3.9% |
| 3M | +13.0% | +3.9% | +9.0% | +13.0% |
| 6M | +25.2% | -3.0% | +28.2% | +25.1% |
| YTD | +22.9% | +10.7% | +12.3% | +22.7% |
| 1Y | +47.8% | +13.3% | +34.5% | +47.4% |
| 3Y | +283.0% | +34.5% | +248.5% | +257.0% |
| All | +355.9% | +67.1% | +288.9% | +308.8% |
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