+1,059.7%
APH vs EIX
+17.3%
+1,042.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +5.0% | -19.1% | +24.1% | +9.8% |
| 30D | -3.9% | -16.9% | +13.0% | -0.5% |
| 3M | +13.0% | -20.0% | +33.0% | +17.6% |
| 6M | +25.2% | -21.3% | +46.5% | +30.6% |
| YTD | +22.9% | -1.7% | +24.6% | +19.4% |
| 1Y | +47.8% | +9.6% | +38.3% | +38.2% |
| 3Y | +283.0% | -3.7% | +286.7% | +262.8% |
| 5Y | +349.7% | +22.6% | +327.0% | +286.9% |
| All | +1,059.7% | +17.3% | +1,042.5% | +859.7% |
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