+285.2%
APH vs ED
+85.1%
+200.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.6% |
| 7D | +4.9% | +2.1% | +2.8% | +5.1% |
| 30D | -5.4% | +10.4% | -15.8% | -4.5% |
| 3M | -5.5% | +12.5% | -18.0% | -4.5% |
| 6M | +25.9% | +14.9% | +11.0% | +27.2% |
| YTD | +16.4% | +24.8% | -8.5% | +17.3% |
| 1Y | +16.5% | +23.8% | -7.3% | +17.5% |
| 3Y | +270.9% | +51.6% | +219.2% | +247.3% |
| All | +285.2% | +85.1% | +200.1% | +216.1% |
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