+895.0%
APA vs ED
+2,460.7%
-1,565.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.4% |
| 7D | -15.5% | +1.6% | -17.2% | -16.1% |
| 30D | +2.4% | +13.3% | -10.9% | -1.7% |
| 3M | +22.8% | +9.7% | +13.1% | +19.0% |
| 6M | +17.9% | +12.8% | +5.2% | +13.2% |
| YTD | +87.7% | +22.3% | +65.4% | +75.4% |
| 1Y | +94.2% | +26.3% | +67.9% | +79.5% |
| 3Y | +27.2% | +45.0% | -17.8% | +10.3% |
| 5Y | +74.1% | +80.2% | -6.0% | +39.1% |
| 10Y | +2.6% | +129.9% | -127.2% | -30.0% |
| All | +895.0% | +2,460.7% | -1,565.7% | +278.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling