+944.2%
APH vs ES
+94.9%
+849.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -8.0% | +6.7% | -14.7% | -9.8% |
| 3M | -5.0% | +0.3% | -5.3% | -5.5% |
| 6M | +29.9% | +7.4% | +22.5% | +26.3% |
| YTD | +18.0% | +8.4% | +9.6% | +14.2% |
| 1Y | +11.3% | +0.6% | +10.7% | +9.6% |
| 3Y | +274.9% | +50.6% | +224.3% | +213.9% |
| 5Y | +300.6% | +4.8% | +295.8% | +282.0% |
| All | +944.2% | +94.9% | +849.3% | +784.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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