+262.1%
APH vs EWT
+136.7%
+125.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.9% | +0.2% | +1.1% |
| 7D | -5.9% | -11.7% | +5.8% | +3.4% |
| 30D | -14.8% | -23.2% | +8.4% | +4.5% |
| 3M | -12.4% | -12.5% | +0.1% | -2.7% |
| 6M | +8.1% | -5.9% | +14.0% | +12.4% |
| YTD | +10.9% | +40.5% | -29.5% | -17.6% |
| 1Y | +8.8% | +43.7% | -35.0% | -20.6% |
| 3Y | +262.1% | +136.6% | +125.4% | +90.9% |
| All | +262.1% | +136.7% | +125.4% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling