+1,062.4%
APH vs ET
+166.1%
+896.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | -3.0% | +5.3% | -8.3% | -4.4% |
| 3M | +5.7% | +15.6% | -9.9% | +1.3% |
| 6M | +20.0% | +20.6% | -0.6% | +13.3% |
| YTD | +20.8% | +38.5% | -17.7% | +9.5% |
| 1Y | +40.2% | +35.7% | +4.5% | +27.8% |
| 3Y | +288.1% | +98.4% | +189.7% | +221.2% |
| 5Y | +352.5% | +245.3% | +107.2% | +223.4% |
| 10Y | +1,062.4% | +173.7% | +888.7% | +729.2% |
| All | +1,062.4% | +166.1% | +896.3% | +729.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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