+955.2%
APH vs ET
+166.6%
+788.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.4% |
| 7D | -5.0% | -1.9% | -3.2% | -4.4% |
| 30D | -8.4% | -3.1% | -5.3% | -7.5% |
| 3M | -4.5% | -3.9% | -0.6% | -3.5% |
| 6M | +25.3% | +4.0% | +21.3% | +23.4% |
| YTD | +18.9% | +26.4% | -7.5% | +10.2% |
| 1Y | +11.9% | +24.9% | -13.0% | +4.1% |
| 3Y | +278.0% | +85.2% | +192.8% | +217.3% |
| 5Y | +306.4% | +218.3% | +88.1% | +194.9% |
| 10Y | +955.2% | +172.0% | +783.2% | +646.8% |
| All | +955.2% | +166.6% | +788.6% | +646.8% |
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