+355.9%
APH vs ETR
+127.8%
+228.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | +5.0% | +1.4% | +3.5% | +4.5% |
| 30D | -3.9% | +1.0% | -4.9% | -4.2% |
| 3M | +13.0% | -1.3% | +14.2% | +13.0% |
| 6M | +25.2% | +1.9% | +23.3% | +23.6% |
| YTD | +22.9% | +18.2% | +4.8% | +15.8% |
| 1Y | +47.8% | +24.7% | +23.2% | +37.0% |
| 3Y | +283.0% | +150.7% | +132.3% | +183.0% |
| All | +355.9% | +127.8% | +228.2% | +236.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling