+1,041.3%
APH vs EFA
+141.9%
+899.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.6% |
| 7D | +0.2% | +1.2% | -1.0% | -1.0% |
| 30D | -3.3% | -0.7% | -2.6% | -2.5% |
| 3M | +14.0% | +6.4% | +7.6% | +7.0% |
| 6M | +24.4% | +11.4% | +13.1% | +11.1% |
| YTD | +21.4% | +14.0% | +7.4% | +6.3% |
| 1Y | +48.9% | +20.2% | +28.7% | +23.6% |
| 3Y | +290.1% | +68.2% | +221.9% | +126.9% |
| 5Y | +352.8% | +54.8% | +298.0% | +187.9% |
| 10Y | +1,041.3% | +142.4% | +898.9% | +384.9% |
| All | +1,041.3% | +141.9% | +899.4% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling