+247.7%
APH vs EL
+1.5%
+246.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -8.7% |
| 7D | -12.7% | -1.1% | -11.7% | -12.6% |
| 30D | -19.2% | +15.3% | -34.5% | -21.3% |
| 3M | -16.7% | +24.2% | -40.9% | -20.2% |
| 6M | +5.1% | +30.9% | -25.7% | -0.6% |
| YTD | +6.6% | +3.9% | +2.7% | +4.1% |
| 1Y | +3.9% | +19.9% | -16.0% | -1.2% |
| All | +247.7% | +1.5% | +246.2% | +210.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling