+1,062.5%
APH vs EFV
+162.1%
+900.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.3% |
| 7D | +1.6% | -0.5% | +2.1% | +2.1% |
| 30D | -3.0% | 0.0% | -3.0% | -3.0% |
| 3M | +5.7% | +8.4% | -2.7% | -2.0% |
| 6M | +20.0% | +12.3% | +7.6% | +7.4% |
| YTD | +20.8% | +17.4% | +3.4% | +4.2% |
| 1Y | +40.2% | +27.1% | +13.1% | +12.4% |
| 3Y | +288.1% | +90.7% | +197.4% | +110.8% |
| 5Y | +352.5% | +95.6% | +256.9% | +138.8% |
| 10Y | +1,062.5% | +165.3% | +897.2% | +385.3% |
| All | +1,062.5% | +162.1% | +900.3% | +385.3% |
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