+125.6%
EEM vs APH
+1,046.9%
-921.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +4.9% | -3.3% | +8.2% | +6.2% |
| 3M | +5.2% | +14.0% | -8.8% | -1.2% |
| 6M | +20.7% | +24.4% | -3.7% | +8.1% |
| YTD | +26.5% | +21.4% | +5.0% | +12.2% |
| 1Y | +37.8% | +48.9% | -11.1% | +10.0% |
| 3Y | +91.0% | +290.1% | -199.1% | -12.4% |
| 5Y | +47.0% | +352.8% | -305.8% | -39.5% |
| 10Y | +125.6% | +1,041.3% | -915.7% | -50.3% |
| All | +125.6% | +1,046.9% | -921.3% | -50.3% |
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