+216.5%
EWY vs APH
+938.3%
-721.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -1.5% |
| 7D | -10.2% | -5.0% | -5.2% | -7.4% |
| 30D | -21.5% | -8.4% | -13.1% | -17.3% |
| 3M | -14.7% | -4.5% | -10.2% | -12.2% |
| 6M | -26.8% | +25.3% | -52.1% | -34.5% |
| YTD | +43.2% | +18.9% | +24.2% | +28.1% |
| 1Y | +48.7% | +11.9% | +36.8% | +37.1% |
| 3Y | +147.9% | +278.0% | -130.0% | +4.9% |
| 5Y | +98.8% | +306.4% | -207.6% | -21.3% |
| 10Y | +216.5% | +955.2% | -738.7% | -29.0% |
| All | +216.5% | +938.3% | -721.8% | -29.0% |
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