+951.3%
APH vs EL
+63.1%
+888.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +2.8% | +5.4% | +7.3% |
| 7D | +1.1% | +8.0% | -6.9% | -1.4% |
| 30D | -7.5% | +15.4% | -22.9% | -11.9% |
| 3M | -4.4% | +28.5% | -33.0% | -12.9% |
| 6M | +26.5% | +32.2% | -5.8% | +13.5% |
| YTD | +20.0% | +9.2% | +10.9% | +12.8% |
| 1Y | +16.9% | +30.8% | -13.9% | +3.0% |
| 3Y | +288.5% | +3.7% | +284.8% | +240.0% |
| 5Y | +310.3% | -64.8% | +375.1% | +475.5% |
| 10Y | +951.3% | +60.0% | +891.3% | +724.0% |
| All | +951.3% | +63.1% | +888.2% | +724.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling