+13,313.5%
APH vs EFA
+365.3%
+12,948.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.9% |
| 7D | -5.9% | -1.4% | -4.5% | -4.7% |
| 30D | -14.8% | -1.2% | -13.6% | -13.8% |
| 3M | -12.4% | -5.1% | -7.3% | -7.9% |
| 6M | +8.1% | -1.2% | +9.3% | +9.7% |
| YTD | +10.9% | +7.8% | +3.2% | +4.2% |
| 1Y | +8.8% | +12.2% | -3.4% | -1.5% |
| 3Y | +262.1% | +61.5% | +200.5% | +133.8% |
| 5Y | +283.1% | +45.8% | +237.4% | +172.5% |
| 10Y | +908.1% | +141.8% | +766.3% | +358.3% |
| All | +13,313.5% | +365.3% | +12,948.2% | +3,148.1% |
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