+660.9%
APH vs ESTC
+24.6%
+636.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.3% |
| 7D | -5.0% | -3.6% | -1.5% | -4.3% |
| 30D | -8.4% | -11.2% | +2.8% | -6.4% |
| 3M | -4.5% | +14.3% | -18.8% | -7.8% |
| 6M | +25.3% | +67.0% | -41.7% | +11.7% |
| YTD | +18.9% | +15.7% | +3.3% | +12.5% |
| 1Y | +11.9% | -6.3% | +18.2% | +10.1% |
| 3Y | +278.0% | +14.5% | +263.5% | +237.4% |
| 5Y | +306.4% | -49.9% | +356.3% | +306.0% |
| All | +660.9% | +24.6% | +636.3% | +416.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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