+352.5%
APH vs ETN
+174.7%
+177.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.5% |
| 7D | +1.6% | +6.2% | -4.6% | -2.4% |
| 30D | -3.0% | -6.7% | +3.7% | +1.3% |
| 3M | +5.7% | +3.6% | +2.1% | +2.2% |
| 6M | +20.0% | +18.3% | +1.7% | +4.9% |
| YTD | +20.8% | +31.5% | -10.7% | -2.1% |
| 1Y | +40.2% | +20.6% | +19.7% | +19.9% |
| 3Y | +288.1% | +82.5% | +205.6% | +150.7% |
| 5Y | +352.5% | +177.8% | +174.7% | +111.6% |
| All | +352.5% | +174.7% | +177.8% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling