+6,215.1%
APH vs EFV
+240.5%
+5,974.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.4% | +5.5% | +5.4% |
| 7D | -5.9% | -0.7% | -5.3% | -5.6% |
| 30D | -14.8% | +0.9% | -15.7% | -15.7% |
| 3M | -12.4% | -3.6% | -8.9% | -9.7% |
| 6M | +8.1% | +2.5% | +5.5% | +5.5% |
| YTD | +10.9% | +13.2% | -2.2% | -0.6% |
| 1Y | +8.8% | +20.3% | -11.6% | -7.7% |
| 3Y | +262.1% | +84.9% | +177.2% | +108.5% |
| 5Y | +283.1% | +87.7% | +195.4% | +117.0% |
| 10Y | +908.1% | +160.7% | +747.4% | +327.4% |
| All | +6,215.1% | +240.5% | +5,974.5% | +1,850.3% |
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 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