+114.1%
EEM vs APH
+938.3%
-824.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.3% |
| 7D | -0.9% | -5.0% | +4.2% | +1.1% |
| 30D | -9.3% | -8.4% | -1.0% | -6.4% |
| 3M | -7.1% | -4.5% | -2.6% | -6.0% |
| 6M | -10.4% | +25.3% | -35.7% | -20.0% |
| YTD | +11.3% | +18.9% | -7.6% | -1.0% |
| 1Y | +11.3% | +11.9% | -0.7% | +1.4% |
| 3Y | +69.6% | +278.0% | -208.3% | -21.1% |
| 5Y | +33.6% | +306.4% | -272.8% | -41.5% |
| 10Y | +114.1% | +955.2% | -841.1% | -46.5% |
| All | +114.1% | +938.3% | -824.2% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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