+8,915.4%
APH vs EWZ
+436.1%
+8,479.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +5.0% | +6.5% | -1.5% | +2.3% |
| 30D | -3.9% | +4.8% | -8.7% | -5.7% |
| 3M | +13.0% | +9.9% | +3.1% | +8.7% |
| 6M | +25.2% | +1.9% | +23.2% | +23.9% |
| YTD | +22.9% | +20.3% | +2.6% | +14.2% |
| 1Y | +47.8% | +35.6% | +12.2% | +30.9% |
| 3Y | +283.0% | +43.4% | +239.6% | +227.1% |
| 5Y | +349.7% | +55.9% | +293.7% | +259.4% |
| 10Y | +1,061.2% | +84.2% | +977.1% | +669.5% |
| All | +8,915.4% | +436.1% | +8,479.3% | +3,810.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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