+24.1%
APD vs ED
+24.2%
-0.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.2% | -1.7% | +3.9% | +2.5% |
| 30D | +9.4% | +10.7% | -1.3% | +7.5% |
| 3M | +4.7% | +11.6% | -7.0% | +2.6% |
| 6M | +5.5% | +13.5% | -8.0% | +3.0% |
| YTD | +31.4% | +23.1% | +8.3% | +25.7% |
| 1Y | +24.1% | +23.1% | +1.0% | +18.6% |
| All | +24.1% | +24.2% | -0.1% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling