+8.1%
APH vs EFA
-1.0%
+9.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +5.1% |
| 7D | -5.9% | -1.4% | -4.5% | -3.9% |
| 30D | -14.8% | -1.2% | -13.6% | -13.1% |
| 3M | -12.4% | -5.1% | -7.3% | -5.3% |
| 6M | +8.1% | -1.2% | +9.3% | +12.0% |
| All | +8.1% | -1.0% | +9.0% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling