+955.2%
APH vs EFV
+159.5%
+795.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.6% |
| 7D | -5.0% | +2.1% | -7.2% | -7.0% |
| 30D | -8.4% | +3.1% | -11.4% | -11.0% |
| 3M | -4.5% | -1.3% | -3.2% | -3.4% |
| 6M | +25.3% | +6.0% | +19.3% | +18.5% |
| YTD | +18.9% | +15.8% | +3.1% | +3.7% |
| 1Y | +11.9% | +21.1% | -9.2% | -6.3% |
| 3Y | +278.0% | +91.0% | +187.0% | +104.6% |
| 5Y | +306.4% | +94.3% | +212.1% | +115.4% |
| 10Y | +955.2% | +160.4% | +794.8% | +369.7% |
| All | +955.2% | +159.5% | +795.6% | +369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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