+126,376.5%
APH vs ES
+1,034.3%
+125,342.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.1% | -8.2% | -6.8% |
| 7D | -2.4% | +5.3% | -7.7% | -4.1% |
| 30D | -9.5% | +8.9% | -18.4% | -12.2% |
| 3M | -7.6% | -1.9% | -5.7% | -7.4% |
| 6M | +12.4% | +3.9% | +8.5% | +10.1% |
| YTD | +17.5% | +8.3% | +9.3% | +13.3% |
| 1Y | +16.4% | -0.1% | +16.5% | +14.6% |
| 3Y | +281.6% | +46.0% | +235.6% | +221.0% |
| 5Y | +317.7% | +3.1% | +314.7% | +294.0% |
| 10Y | +967.8% | +88.4% | +879.4% | +693.6% |
| All | +126,376.5% | +1,034.3% | +125,342.3% | +59,388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling