+134.8%
EWY vs APH
+258.9%
-124.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.1% | 0.0% | +1.9% |
| 7D | -10.4% | -5.9% | -4.4% | -7.3% |
| 30D | -25.4% | -14.8% | -10.6% | -18.8% |
| 3M | -16.5% | -12.4% | -4.1% | -10.3% |
| 6M | -24.7% | +8.1% | -32.8% | -25.4% |
| YTD | +40.9% | +10.9% | +30.0% | +35.1% |
| 1Y | +49.8% | +8.8% | +41.0% | +44.4% |
| 3Y | +134.8% | +262.1% | -127.3% | +14.1% |
| All | +134.8% | +258.9% | -124.1% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling