+103.8%
EEM vs APH
+896.9%
-793.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.1% | -1.9% | +0.4% |
| 7D | -2.8% | -5.9% | +3.1% | -0.5% |
| 30D | -11.9% | -14.8% | +2.9% | -6.1% |
| 3M | -8.8% | -12.4% | +3.7% | -4.2% |
| 6M | -11.6% | +8.1% | -19.7% | -16.0% |
| YTD | +9.0% | +10.9% | -1.9% | 0.0% |
| 1Y | +10.6% | +8.8% | +1.8% | +1.9% |
| 3Y | +64.4% | +262.1% | -197.7% | -22.4% |
| 5Y | +31.0% | +283.1% | -252.1% | -41.3% |
| All | +103.8% | +896.9% | -793.1% | -48.1% |
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