+1,059.7%
APH vs EL
+31.9%
+1,027.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.1% |
| 7D | +5.0% | +0.8% | +4.2% | +4.6% |
| 30D | -3.9% | +19.8% | -23.7% | -10.0% |
| 3M | +13.0% | +25.7% | -12.7% | +3.7% |
| 6M | +25.2% | +5.4% | +19.7% | +20.7% |
| YTD | +22.9% | +0.2% | +22.7% | +19.3% |
| 1Y | +47.8% | +20.4% | +27.4% | +33.5% |
| 3Y | +283.0% | -32.1% | +315.2% | +298.3% |
| 5Y | +349.7% | -67.2% | +416.8% | +543.8% |
| All | +1,059.7% | +31.9% | +1,027.8% | +860.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded EL 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling