+69.8%
APA vs ED
+80.7%
-10.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +2.9% |
| 7D | -15.5% | +1.6% | -17.2% | -15.7% |
| 30D | +2.4% | +13.3% | -10.9% | +0.6% |
| 3M | +22.8% | +9.7% | +13.1% | +21.1% |
| 6M | +17.9% | +12.8% | +5.2% | +15.9% |
| YTD | +87.7% | +22.3% | +65.4% | +82.3% |
| 1Y | +94.2% | +26.3% | +67.9% | +87.8% |
| 3Y | +27.2% | +45.0% | -17.8% | +15.3% |
| All | +69.8% | +80.7% | -10.9% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling