+1,055.5%
APH vs EFX
+44.5%
+1,011.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.2% | +2.9% |
| 7D | +5.0% | -8.6% | +13.6% | +7.9% |
| 30D | -3.9% | +0.1% | -4.0% | -4.4% |
| 3M | +13.0% | +3.8% | +9.1% | +9.4% |
| 6M | +25.2% | -13.5% | +38.7% | +28.9% |
| YTD | +22.9% | -17.7% | +40.6% | +27.6% |
| 1Y | +47.8% | -25.6% | +73.4% | +58.4% |
| 3Y | +283.0% | -12.1% | +295.1% | +272.1% |
| 5Y | +349.7% | -33.8% | +383.5% | +375.0% |
| All | +1,055.5% | +44.5% | +1,011.0% | +798.6% |
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