+453.5%
APH vs ES
+84.4%
+369.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.3% | -49.1% | -48.1% |
| 7D | -48.7% | +0.2% | -48.9% | -48.9% |
| 30D | -51.9% | -2.0% | -50.0% | -51.9% |
| 3M | -43.6% | +1.7% | -45.2% | -44.2% |
| 6M | -37.5% | -3.5% | -34.0% | -37.5% |
| YTD | -38.6% | +7.9% | -46.5% | -40.5% |
| 1Y | -26.3% | +17.2% | -43.5% | -30.8% |
| 3Y | +89.2% | +29.3% | +59.9% | +67.3% |
| 5Y | +119.8% | -5.7% | +125.6% | +117.8% |
| All | +453.5% | +84.4% | +369.1% | +363.9% |
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