+40.2%
APH vs ET
+35.5%
+4.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.3% |
| 7D | +1.6% | +0.6% | +1.0% | +1.8% |
| 30D | -3.0% | +5.3% | -8.3% | -1.8% |
| 3M | +5.7% | +15.6% | -9.9% | +9.3% |
| 6M | +20.0% | +20.6% | -0.6% | +23.2% |
| YTD | +20.8% | +38.5% | -17.7% | +19.1% |
| 1Y | +40.2% | +35.7% | +4.5% | +36.7% |
| All | +40.2% | +35.5% | +4.8% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling