+191.9%
APD vs EFV
+162.7%
+29.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | -1.2% | -1.0% | -0.2% | -0.3% |
| 30D | +11.0% | +3.1% | +7.9% | +8.3% |
| 3M | +2.6% | -1.2% | +3.8% | +3.5% |
| 6M | +4.8% | +5.6% | -0.8% | -0.1% |
| YTD | +31.0% | +15.8% | +15.2% | +14.6% |
| 1Y | +23.4% | +20.0% | +3.4% | +4.7% |
| 3Y | +28.4% | +91.0% | -62.6% | -27.6% |
| 5Y | +15.2% | +93.7% | -78.5% | -36.2% |
| All | +191.9% | +162.7% | +29.1% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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