+5,856.0%
APH vs ET
+1,287.7%
+4,568.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +0.9% | +7.3% | +8.0% |
| 7D | +1.1% | -4.4% | +5.5% | +2.3% |
| 30D | -7.5% | -4.8% | -2.7% | -6.3% |
| 3M | -4.4% | -3.4% | -1.0% | -3.7% |
| 6M | +26.5% | +2.2% | +24.3% | +25.3% |
| YTD | +20.0% | +24.2% | -4.2% | +12.9% |
| 1Y | +16.9% | +24.5% | -7.6% | +9.8% |
| 3Y | +288.5% | +83.6% | +204.9% | +232.5% |
| 5Y | +310.3% | +203.4% | +106.9% | +208.2% |
| 10Y | +951.3% | +166.5% | +784.8% | +654.1% |
| All | +5,856.0% | +1,287.7% | +4,568.3% | +1,263.4% |
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