+955.2%
APH vs ETR
+369.0%
+586.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | -5.0% | +2.6% | -7.6% | -6.0% |
| 30D | -8.4% | +8.7% | -17.0% | -11.4% |
| 3M | -4.5% | +6.4% | -10.9% | -6.9% |
| 6M | +25.3% | +0.7% | +24.6% | +24.2% |
| YTD | +18.9% | +23.0% | -4.1% | +8.7% |
| 1Y | +11.9% | +17.9% | -6.0% | +4.1% |
| 3Y | +278.0% | +154.9% | +123.0% | +152.2% |
| 5Y | +306.4% | +157.3% | +149.2% | +166.4% |
| 10Y | +955.2% | +373.4% | +581.8% | +519.0% |
| All | +955.2% | +369.0% | +586.2% | +519.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling