+948.3%
APH vs ETR
+379.5%
+568.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +11.1% | +1.5% | +9.6% | +10.5% |
| 30D | -7.3% | +6.6% | -13.9% | -9.7% |
| 3M | -6.2% | +4.4% | -10.6% | -7.9% |
| 6M | +24.9% | -0.3% | +25.2% | +24.4% |
| YTD | +18.4% | +23.3% | -4.9% | +8.2% |
| 1Y | +13.0% | +18.9% | -5.9% | +4.7% |
| 3Y | +276.4% | +155.5% | +120.9% | +150.9% |
| 5Y | +296.4% | +159.9% | +136.5% | +158.6% |
| All | +948.3% | +379.5% | +568.8% | +514.4% |
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