+487.6%
APH vs EOSE
-60.2%
+547.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.5% | -1.1% |
| 7D | -2.2% | +14.0% | -16.2% | -3.1% |
| 30D | -4.0% | -5.9% | +1.9% | -3.9% |
| 3M | +7.7% | -34.3% | +42.0% | +9.9% |
| 6M | +17.8% | -37.8% | +55.5% | +19.2% |
| YTD | +19.2% | -65.2% | +84.4% | +23.7% |
| 1Y | +35.7% | -41.9% | +77.6% | +35.1% |
| 3Y | +282.9% | +44.6% | +238.3% | +240.9% |
| 5Y | +345.6% | -69.2% | +414.8% | +279.6% |
| All | +487.6% | -60.2% | +547.8% | +432.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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