-26.3%
APH vs ETR
+23.8%
-50.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +0.9% | -48.7% | -48.0% |
| 7D | -48.7% | +0.7% | -49.4% | -48.9% |
| 30D | -51.9% | +1.0% | -52.9% | -52.2% |
| 3M | -43.6% | -1.3% | -42.3% | -43.9% |
| 6M | -37.5% | +1.9% | -39.4% | -39.5% |
| YTD | -38.6% | +18.2% | -56.8% | -46.3% |
| 1Y | -26.3% | +24.7% | -51.0% | -35.2% |
| All | -26.3% | +23.8% | -50.2% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling