+57,155.7%
APH vs EL
+1,685.7%
+55,470.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | -0.1% |
| 7D | +5.0% | +0.8% | +4.2% | +4.6% |
| 30D | -3.9% | +19.8% | -23.7% | -10.1% |
| 3M | +13.0% | +25.7% | -12.7% | +3.6% |
| 6M | +25.2% | +5.4% | +19.7% | +20.5% |
| YTD | +22.9% | +0.2% | +22.7% | +19.2% |
| 1Y | +47.8% | +20.4% | +27.4% | +33.7% |
| 3Y | +283.0% | -32.1% | +315.2% | +289.6% |
| 5Y | +349.7% | -67.2% | +416.8% | +482.3% |
| 10Y | +1,061.2% | +31.7% | +1,029.5% | +814.0% |
| All | +57,155.7% | +1,685.7% | +55,470.0% | +21,951.7% |
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