+169.3%
APD vs EFV
+167.0%
+2.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -3.5% | -2.0% | -1.5% | -1.9% |
| 30D | -5.1% | -0.2% | -4.9% | -4.9% |
| 3M | +6.9% | +9.1% | -2.3% | -0.7% |
| 6M | +8.1% | +11.7% | -3.6% | -2.1% |
| YTD | +21.2% | +17.0% | +4.2% | +5.3% |
| 1Y | +4.9% | +26.7% | -21.9% | -14.9% |
| 3Y | +6.3% | +90.2% | -83.8% | -39.6% |
| 5Y | +24.3% | +96.1% | -71.8% | -31.7% |
| All | +169.3% | +167.0% | +2.3% | +15.9% |
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