+190.7%
APD vs ED
+141.1%
+49.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -1.2% | -0.9% | -0.2% | -0.8% |
| 30D | +11.0% | +11.2% | -0.2% | +6.0% |
| 3M | +2.6% | +11.8% | -9.2% | -2.4% |
| 6M | +4.8% | +14.1% | -9.3% | -1.4% |
| YTD | +31.0% | +23.0% | +8.0% | +18.7% |
| 1Y | +23.4% | +23.7% | -0.3% | +11.5% |
| 3Y | +28.4% | +47.7% | -19.4% | +4.7% |
| 5Y | +15.2% | +82.6% | -67.4% | -15.7% |
| 10Y | +190.7% | +141.8% | +48.9% | +106.1% |
| All | +190.7% | +141.1% | +49.6% | +106.1% |
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 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