+955.2%
APH vs EL
+60.9%
+894.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -5.0% | +7.6% | -12.7% | -7.3% |
| 30D | -8.4% | +15.7% | -24.0% | -12.8% |
| 3M | -4.5% | +30.5% | -35.0% | -13.4% |
| 6M | +25.3% | +32.5% | -7.3% | +12.4% |
| YTD | +18.9% | +9.4% | +9.5% | +11.7% |
| 1Y | +11.9% | +28.4% | -16.4% | -0.7% |
| 3Y | +278.0% | +4.4% | +273.5% | +229.8% |
| 5Y | +306.4% | -64.5% | +370.9% | +468.0% |
| 10Y | +955.2% | +64.9% | +890.3% | +722.0% |
| All | +955.2% | +60.9% | +894.3% | +722.0% |
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