+883.4%
APH vs EL
+56.3%
+827.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.4% |
| 7D | -5.9% | +0.8% | -6.7% | -6.3% |
| 30D | -14.8% | +16.5% | -31.3% | -19.2% |
| 3M | -12.4% | +29.2% | -41.6% | -20.4% |
| 6M | +8.1% | +27.9% | -19.8% | -2.0% |
| YTD | +10.9% | +6.2% | +4.7% | +5.2% |
| 1Y | +8.8% | +27.2% | -18.4% | -3.4% |
| 3Y | +262.1% | +3.2% | +258.9% | +216.1% |
| 5Y | +283.1% | -66.0% | +349.1% | +443.8% |
| All | +883.4% | +56.3% | +827.1% | +678.5% |
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