+930.0%
APH vs EL
+62.2%
+867.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -2.1% |
| 7D | +4.9% | +1.5% | +3.3% | +4.4% |
| 30D | -5.4% | +10.0% | -15.4% | -8.5% |
| 3M | -5.5% | +28.4% | -33.9% | -13.8% |
| 6M | +25.9% | +37.1% | -11.1% | +11.6% |
| YTD | +16.4% | +7.8% | +8.5% | +9.8% |
| 1Y | +16.5% | +26.0% | -9.6% | +3.9% |
| 3Y | +270.9% | +3.8% | +267.0% | +223.8% |
| 5Y | +289.5% | -65.2% | +354.7% | +448.2% |
| All | +930.0% | +62.2% | +867.8% | +701.2% |
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