+310.3%
APH vs ET
+203.7%
+106.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +7.9% |
| 7D | +1.1% | -4.4% | +5.5% | +3.0% |
| 30D | -7.5% | -4.8% | -2.7% | -5.7% |
| 3M | -4.4% | -3.4% | -1.0% | -3.4% |
| 6M | +26.5% | +2.2% | +24.3% | +24.5% |
| YTD | +20.0% | +24.2% | -4.2% | +7.8% |
| 1Y | +16.9% | +24.5% | -7.6% | +4.7% |
| 3Y | +288.5% | +83.6% | +204.9% | +206.4% |
| 5Y | +310.3% | +203.4% | +106.9% | +195.3% |
| All | +310.3% | +203.7% | +106.6% | +195.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling