+883.4%
APH vs EIX
+29.5%
+853.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.5% | +6.6% | +4.8% |
| 7D | -5.9% | +1.0% | -6.9% | -6.3% |
| 30D | -14.8% | +9.1% | -23.9% | -16.8% |
| 3M | -12.4% | -10.2% | -2.2% | -11.4% |
| 6M | +8.1% | -11.2% | +19.3% | +8.8% |
| YTD | +10.9% | +4.5% | +6.5% | +5.8% |
| 1Y | +8.8% | +10.9% | -2.1% | +1.6% |
| 3Y | +262.1% | +8.4% | +253.6% | +230.2% |
| 5Y | +283.1% | +18.0% | +265.2% | +235.1% |
| All | +883.4% | +29.5% | +853.9% | +692.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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