+955.2%
APH vs EIX
+33.0%
+922.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | -5.0% | +1.0% | -6.0% | -5.3% |
| 30D | -8.4% | +8.9% | -17.2% | -10.5% |
| 3M | -4.5% | -9.8% | +5.3% | -3.5% |
| 6M | +25.3% | -10.2% | +35.5% | +25.8% |
| YTD | +18.9% | +5.9% | +13.0% | +13.0% |
| 1Y | +11.9% | +10.9% | +1.0% | +4.7% |
| 3Y | +278.0% | +10.2% | +267.7% | +243.1% |
| 5Y | +306.4% | +17.0% | +289.4% | +256.9% |
| 10Y | +955.2% | +35.1% | +920.1% | +740.0% |
| All | +955.2% | +33.0% | +922.2% | +740.0% |
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