+358.5%
APH vs EOSE
-71.3%
+429.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +10.9% | -10.0% | +0.1% |
| 7D | +5.0% | +19.0% | -14.1% | +3.5% |
| 30D | -3.9% | +1.6% | -5.4% | -4.3% |
| 3M | +13.0% | -52.0% | +65.0% | +17.9% |
| 6M | +25.2% | -42.5% | +67.7% | +27.5% |
| YTD | +22.9% | -66.1% | +89.1% | +28.3% |
| 1Y | +47.8% | -47.1% | +95.0% | +48.1% |
| 3Y | +283.0% | +0.8% | +282.2% | +245.6% |
| All | +358.5% | -71.3% | +429.8% | +296.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling