+291.1%
APH vs EFV
+93.8%
+197.3%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +5.0% | +1.5% | +3.5% | +3.5% |
| 30D | -3.9% | +1.7% | -5.6% | -5.4% |
| 3M | +13.0% | +8.6% | +4.3% | +4.8% |
| 6M | +25.2% | +11.7% | +13.5% | +12.7% |
| YTD | +22.9% | +19.3% | +3.7% | +5.2% |
| 1Y | +47.8% | +30.2% | +17.6% | +17.8% |
| All | +291.1% | +93.8% | +197.3% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling