+955.2%
APH vs EME
+915.6%
+39.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | -5.0% | -8.8% | +3.7% | -0.4% |
| 30D | -8.4% | -18.2% | +9.8% | +1.6% |
| 3M | -4.5% | -20.2% | +15.7% | +7.0% |
| 6M | +25.3% | -29.9% | +55.2% | +48.4% |
| YTD | +18.9% | +5.7% | +13.2% | +14.6% |
| 1Y | +11.9% | -1.5% | +13.4% | +11.6% |
| 3Y | +278.0% | +208.4% | +69.5% | +110.5% |
| 5Y | +306.4% | +401.9% | -95.5% | +76.5% |
| 10Y | +955.2% | +914.2% | +41.0% | +227.7% |
| All | +955.2% | +915.6% | +39.6% | +227.7% |
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