+282.2%
APH vs ES
+1.4%
+280.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.9% | +7.0% | +4.5% |
| 7D | -5.9% | +1.9% | -7.8% | -6.3% |
| 30D | -14.8% | +7.1% | -21.9% | -15.8% |
| 3M | -12.4% | -1.9% | -10.5% | -12.3% |
| 6M | +8.1% | +4.4% | +3.7% | +6.7% |
| YTD | +10.9% | +7.3% | +3.6% | +9.0% |
| 1Y | +8.8% | +2.1% | +6.6% | +7.3% |
| 3Y | +262.1% | +41.8% | +220.2% | +220.8% |
| All | +282.2% | +1.4% | +280.7% | +280.5% |
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