+355.9%
APH vs EME
+529.3%
-173.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.1% |
| 6M | +25.2% | +1.9% | +23.3% | +21.9% |
| YTD | +22.9% | +23.5% | -0.5% | +8.2% |
| 1Y | +47.8% | +18.0% | +29.9% | +30.0% |
| 3Y | +283.0% | +236.1% | +46.9% | +88.7% |
| All | +355.9% | +529.3% | -173.3% | +49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling