+1,062.4%
APH vs EME
+1,266.0%
-203.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.7% |
| 7D | +1.6% | +2.7% | -1.1% | +0.3% |
| 30D | -3.0% | -6.8% | +3.8% | +0.3% |
| 3M | +5.7% | -8.8% | +14.6% | +9.6% |
| 6M | +20.0% | +5.0% | +15.0% | +15.6% |
| YTD | +20.8% | +23.5% | -2.7% | +7.6% |
| 1Y | +40.2% | +21.3% | +18.9% | +23.6% |
| 3Y | +288.1% | +241.1% | +47.0% | +105.9% |
| 5Y | +352.5% | +549.2% | -196.6% | +75.0% |
| 10Y | +1,062.4% | +1,306.4% | -243.9% | +225.7% |
| All | +1,062.4% | +1,266.0% | -203.5% | +225.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 10y: compounded portfolio wealth divided by compounded EME 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…
10y analysis · Full analysis span regression · 6 months rolling