+453.5%
APH vs EL
+31.9%
+421.6%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.5% | -49.3% | -48.3% |
| 7D | -48.7% | -1.9% | -46.8% | -48.6% |
| 30D | -51.9% | +19.8% | -71.8% | -55.2% |
| 3M | -43.6% | +25.7% | -69.3% | -48.4% |
| 6M | -37.5% | +5.4% | -43.0% | -40.0% |
| YTD | -38.6% | +0.2% | -38.9% | -40.7% |
| 1Y | -26.3% | +20.4% | -46.8% | -33.7% |
| 3Y | +89.2% | -32.1% | +121.3% | +96.0% |
| 5Y | +119.8% | -67.2% | +187.0% | +213.5% |
| All | +453.5% | +31.9% | +421.6% | +356.8% |
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