+955.2%
APH vs EFX
+69.3%
+885.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -5.0% | +0.3% | -5.3% | -5.2% |
| 30D | -8.4% | +29.1% | -37.5% | -16.2% |
| 3M | -4.5% | +4.3% | -8.8% | -7.2% |
| 6M | +25.3% | +7.7% | +17.5% | +18.6% |
| YTD | +18.9% | -12.5% | +31.4% | +19.9% |
| 1Y | +11.9% | -8.8% | +20.8% | +10.9% |
| 3Y | +278.0% | +4.3% | +273.6% | +241.6% |
| 5Y | +306.4% | -29.4% | +335.8% | +317.2% |
| 10Y | +955.2% | +78.1% | +877.1% | +648.6% |
| All | +955.2% | +69.3% | +885.8% | +648.6% |
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