+268.0%
APH vs ES
+5.0%
+263.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.1% | -11.4% | -9.6% |
| 7D | -12.7% | +5.9% | -18.6% | -13.4% |
| 30D | -19.2% | +10.2% | -29.4% | -20.3% |
| 3M | -16.7% | +0.4% | -17.1% | -16.7% |
| 6M | +5.1% | +6.9% | -1.7% | +3.6% |
| YTD | +6.6% | +10.5% | -4.0% | +4.3% |
| 1Y | +3.9% | +3.2% | +0.7% | +2.5% |
| 3Y | +246.0% | +49.0% | +197.0% | +203.2% |
| 5Y | +268.0% | +4.5% | +263.5% | +271.1% |
| All | +268.0% | +5.0% | +263.0% | +271.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling