+306.4%
APH vs EL
-64.5%
+371.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.0% |
| 7D | -5.0% | +7.6% | -12.7% | -6.7% |
| 30D | -8.4% | +15.7% | -24.0% | -11.7% |
| 3M | -4.5% | +30.5% | -35.0% | -11.2% |
| 6M | +25.3% | +32.5% | -7.3% | +15.5% |
| YTD | +18.9% | +9.4% | +9.5% | +13.6% |
| 1Y | +11.9% | +28.4% | -16.4% | +2.4% |
| 3Y | +278.0% | +4.4% | +273.5% | +238.0% |
| 5Y | +306.4% | -64.5% | +370.9% | +465.6% |
| All | +306.4% | -64.5% | +371.0% | +465.6% |
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