+951.3%
APH vs EFX
+63.8%
+887.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.7% | +8.9% | +8.4% |
| 7D | +1.1% | -2.2% | +3.3% | +1.6% |
| 30D | -7.5% | +29.2% | -36.7% | -15.4% |
| 3M | -4.4% | +3.5% | -7.9% | -6.8% |
| 6M | +26.5% | +7.8% | +18.7% | +19.7% |
| YTD | +20.0% | -12.4% | +32.5% | +21.0% |
| 1Y | +16.9% | -8.2% | +25.1% | +15.5% |
| 3Y | +288.5% | +4.7% | +283.8% | +250.8% |
| 5Y | +310.3% | -32.0% | +342.3% | +327.0% |
| 10Y | +951.3% | +69.1% | +882.2% | +657.7% |
| All | +951.3% | +63.8% | +887.5% | +657.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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