+6,897.6%
APH vs EFV
+258.8%
+6,638.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +5.0% | +1.5% | +3.5% | +3.6% |
| 30D | -3.9% | +1.7% | -5.6% | -5.4% |
| 3M | +13.0% | +8.6% | +4.3% | +5.0% |
| 6M | +25.2% | +11.7% | +13.5% | +13.3% |
| YTD | +22.9% | +19.3% | +3.7% | +5.3% |
| 1Y | +47.8% | +30.2% | +17.6% | +17.2% |
| 3Y | +283.0% | +91.6% | +191.4% | +114.0% |
| 5Y | +349.7% | +96.4% | +253.3% | +145.0% |
| 10Y | +1,061.2% | +166.5% | +894.7% | +383.2% |
| All | +6,897.6% | +258.8% | +6,638.8% | +1,966.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling