+1,030.6%
APH vs ETN
+699.0%
+331.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -0.5% |
| 7D | -2.2% | +3.0% | -5.2% | -4.1% |
| 30D | -4.0% | -10.9% | +6.9% | +2.8% |
| 3M | +7.7% | +9.2% | -1.5% | +1.2% |
| 6M | +17.8% | +13.9% | +3.9% | +6.9% |
| YTD | +19.2% | +29.5% | -10.4% | -0.3% |
| 1Y | +35.7% | +14.2% | +21.5% | +22.1% |
| 3Y | +282.9% | +79.9% | +203.0% | +161.3% |
| 5Y | +345.6% | +175.7% | +170.0% | +133.6% |
| All | +1,030.6% | +699.0% | +331.6% | +267.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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