+2,741.6%
APH vs ET
+1,435.0%
+1,306.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | 0.0% | -47.7% | -47.8% |
| 7D | -48.7% | +0.6% | -49.3% | -48.8% |
| 30D | -51.9% | +7.5% | -59.4% | -52.8% |
| 3M | -43.6% | +11.4% | -55.0% | -45.2% |
| 6M | -37.5% | +18.5% | -56.1% | -40.4% |
| YTD | -38.6% | +37.4% | -76.0% | -43.7% |
| 1Y | -26.3% | +30.9% | -57.3% | -31.6% |
| 3Y | +89.2% | +98.7% | -9.5% | +58.6% |
| 5Y | +119.8% | +230.7% | -110.9% | +61.2% |
| 10Y | +454.3% | +175.6% | +278.7% | +291.9% |
| All | +2,741.6% | +1,435.0% | +1,306.6% | +534.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling