+282.2%
APH vs EL
-66.1%
+348.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.2% | +1.9% | +3.6% |
| 7D | -5.9% | +0.8% | -6.7% | -6.2% |
| 30D | -14.8% | +16.5% | -31.3% | -18.1% |
| 3M | -12.4% | +29.2% | -41.6% | -18.4% |
| 6M | +8.1% | +27.9% | -19.8% | +0.5% |
| YTD | +10.9% | +6.2% | +4.7% | +6.7% |
| 1Y | +8.8% | +27.2% | -18.4% | -0.3% |
| 3Y | +262.1% | +3.2% | +258.9% | +223.7% |
| All | +282.2% | -66.1% | +348.3% | +439.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling