+930.0%
APH vs EIX
+35.3%
+894.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | +4.9% | +1.4% | +3.5% | +4.5% |
| 30D | -5.4% | +8.5% | -13.9% | -7.5% |
| 3M | -5.5% | -13.5% | +8.0% | -3.3% |
| 6M | +25.9% | -12.4% | +38.3% | +27.5% |
| YTD | +16.4% | +5.9% | +10.5% | +10.6% |
| 1Y | +16.5% | +7.6% | +8.9% | +10.0% |
| 3Y | +270.9% | +12.8% | +258.1% | +233.9% |
| 5Y | +289.5% | +19.2% | +270.3% | +239.9% |
| All | +930.0% | +35.3% | +894.7% | +719.5% |
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