+951.3%
APH vs ES
+82.6%
+868.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.5% | +8.7% | +8.3% |
| 7D | +1.1% | -0.1% | +1.2% | +0.9% |
| 30D | -7.5% | +5.7% | -13.2% | -9.2% |
| 3M | -4.4% | -2.8% | -1.6% | -4.1% |
| 6M | +26.5% | +7.0% | +19.5% | +23.0% |
| YTD | +20.0% | +6.8% | +13.3% | +16.7% |
| 1Y | +16.9% | -0.5% | +17.3% | +15.3% |
| 3Y | +288.5% | +47.2% | +241.3% | +227.5% |
| 5Y | +310.3% | +2.3% | +308.0% | +294.1% |
| 10Y | +951.3% | +85.6% | +865.6% | +792.7% |
| All | +951.3% | +82.6% | +868.7% | +792.7% |
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