-4.9%
APA vs ED
+104.2%
-109.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.7% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | +15.7% | +1.1% | +14.6% | +15.6% |
| 3M | +16.5% | +4.6% | +11.8% | +16.0% |
| 6M | +35.1% | -2.0% | +37.1% | +35.3% |
| YTD | +82.2% | +11.7% | +70.5% | +80.3% |
| 1Y | +102.5% | +15.7% | +86.7% | +99.5% |
| 3Y | +10.3% | +34.4% | -24.1% | +5.7% |
| 5Y | +166.1% | +67.3% | +98.8% | +150.9% |
| 10Y | -4.9% | +104.0% | -108.9% | -7.3% |
| All | -4.9% | +104.2% | -109.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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