+930.0%
APH vs EFX
+80.5%
+849.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.5% | -2.0% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | -5.4% | +25.1% | -30.5% | -12.6% |
| 3M | -5.5% | +1.7% | -7.1% | -7.3% |
| 6M | +25.9% | +18.4% | +7.5% | +15.2% |
| YTD | +16.4% | -12.5% | +28.9% | +17.3% |
| 1Y | +16.5% | -8.1% | +24.6% | +15.1% |
| 3Y | +270.9% | +4.8% | +266.1% | +234.5% |
| 5Y | +289.5% | -30.1% | +319.6% | +301.4% |
| All | +930.0% | +80.5% | +849.5% | +625.6% |
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