+3,594.0%
AEM vs APD
+6,115.6%
-2,521.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.5% | -2.2% | +1.7% | -0.1% |
| 30D | +24.0% | +2.1% | +21.9% | +23.5% |
| 3M | +16.1% | +7.2% | +8.9% | +14.6% |
| 6M | -11.6% | +11.2% | -22.9% | -13.4% |
| YTD | +21.5% | +24.4% | -2.8% | +16.6% |
| 1Y | +39.2% | +6.7% | +32.5% | +36.7% |
| 3Y | +347.4% | +9.2% | +338.2% | +333.2% |
| 5Y | +290.1% | +27.4% | +262.8% | +266.7% |
| 10Y | +357.8% | +164.8% | +193.0% | +275.7% |
| All | +3,594.0% | +6,115.6% | -2,521.7% | +3,900.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 all: compounded portfolio wealth divided by compounded APD 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…
all analysis · Full analysis span regression · 6 months rolling