+291.1%
APH vs EME
+242.1%
+49.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | 0.0% |
| 7D | +5.0% | +1.9% | +3.1% | +3.9% |
| 30D | -3.9% | -8.3% | +4.4% | +0.5% |
| 3M | +13.0% | -10.7% | +23.7% | +19.2% |
| 6M | +25.2% | +1.9% | +23.3% | +22.0% |
| YTD | +22.9% | +23.5% | -0.5% | +8.3% |
| 1Y | +47.8% | +18.0% | +29.9% | +29.5% |
| All | +291.1% | +242.1% | +49.0% | +112.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling