+290.1%
APH vs ETN
+86.9%
+203.2%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -4.0% | -3.0% |
| 7D | +0.2% | +8.0% | -7.8% | -4.8% |
| 30D | -3.3% | -5.9% | +2.6% | +0.4% |
| 3M | +14.0% | +5.0% | +9.1% | +9.4% |
| 6M | +24.4% | +22.4% | +2.0% | +6.2% |
| YTD | +21.4% | +33.6% | -12.2% | -3.0% |
| 1Y | +48.9% | +22.1% | +26.8% | +26.0% |
| 3Y | +290.1% | +85.6% | +204.5% | +165.7% |
| All | +290.1% | +86.9% | +203.2% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling