+132,206.2%
APH vs ETN
+17,780.3%
+114,425.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -0.9% |
| 7D | +5.0% | +2.0% | +3.0% | +3.8% |
| 30D | -3.9% | -7.9% | +4.0% | +0.3% |
| 3M | +13.0% | -1.6% | +14.6% | +13.2% |
| 6M | +25.2% | +16.9% | +8.3% | +14.0% |
| YTD | +22.9% | +30.1% | -7.1% | +5.6% |
| 1Y | +47.8% | +19.3% | +28.5% | +32.6% |
| 3Y | +283.0% | +82.5% | +200.5% | +175.1% |
| 5Y | +349.7% | +166.8% | +182.8% | +164.3% |
| 10Y | +1,061.2% | +649.7% | +411.5% | +295.1% |
| All | +132,206.2% | +17,780.3% | +114,425.9% | +15,373.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling