+355.9%
APH vs EL
-67.1%
+423.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.1% |
| 7D | +5.0% | +0.8% | +4.2% | +4.7% |
| 30D | -3.9% | +19.8% | -23.7% | -8.6% |
| 3M | +13.0% | +25.7% | -12.7% | +5.9% |
| 6M | +25.2% | +5.4% | +19.7% | +21.8% |
| YTD | +22.9% | +0.2% | +22.7% | +20.3% |
| 1Y | +47.8% | +20.4% | +27.4% | +37.0% |
| 3Y | +283.0% | -32.1% | +315.2% | +299.4% |
| All | +355.9% | -67.1% | +423.1% | +555.9% |
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