+14,763.2%
APH vs EFA
+394.8%
+14,368.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.7% |
| 7D | +5.0% | +0.6% | +4.4% | +4.3% |
| 30D | -3.9% | +0.9% | -4.7% | -4.6% |
| 3M | +13.0% | +4.9% | +8.1% | +8.3% |
| 6M | +25.2% | +8.6% | +16.6% | +16.0% |
| YTD | +22.9% | +14.6% | +8.3% | +8.9% |
| 1Y | +47.8% | +22.6% | +25.2% | +23.0% |
| 3Y | +283.0% | +66.5% | +216.5% | +139.9% |
| 5Y | +349.7% | +54.5% | +295.1% | +202.3% |
| 10Y | +1,061.2% | +144.8% | +916.4% | +420.0% |
| All | +14,763.2% | +394.8% | +14,368.5% | +3,292.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling