+49,527.4%
APH vs EL
+1,750.9%
+47,776.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.4% | -8.1% |
| 7D | -12.7% | -1.1% | -11.7% | -12.6% |
| 30D | -19.2% | +15.3% | -34.5% | -23.2% |
| 3M | -16.7% | +24.2% | -40.9% | -23.4% |
| 6M | +5.1% | +30.9% | -25.7% | -5.6% |
| YTD | +6.6% | +3.9% | +2.7% | +1.5% |
| 1Y | +3.9% | +19.9% | -16.0% | -5.9% |
| 3Y | +246.0% | +2.5% | +243.5% | +205.6% |
| 5Y | +268.0% | -66.7% | +334.7% | +372.6% |
| 10Y | +868.2% | +54.9% | +813.4% | +619.2% |
| All | +49,527.4% | +1,750.9% | +47,776.5% | +18,686.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling