+9,769.7%
APH vs EWT
+594.1%
+9,175.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | -0.2% |
| 7D | +5.0% | +4.0% | +1.0% | +2.6% |
| 30D | -3.9% | +10.3% | -14.2% | -9.2% |
| 3M | +13.0% | +6.1% | +6.9% | +8.9% |
| 6M | +25.2% | +56.6% | -31.5% | -4.6% |
| YTD | +22.9% | +76.6% | -53.6% | -12.5% |
| 1Y | +47.8% | +97.9% | -50.0% | -1.4% |
| 3Y | +283.0% | +198.0% | +85.0% | +102.0% |
| 5Y | +349.7% | +151.8% | +197.9% | +161.0% |
| 10Y | +1,061.2% | +514.1% | +547.1% | +312.5% |
| All | +9,769.7% | +594.1% | +9,175.6% | +2,237.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded EWT 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling