+5.4%
APD vs EFV
+26.9%
-21.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -4.6% | -0.5% | -4.1% | -4.4% |
| 30D | -4.2% | 0.0% | -4.2% | -4.2% |
| 3M | +5.0% | +8.4% | -3.4% | +2.2% |
| 6M | +8.9% | +12.3% | -3.4% | +4.7% |
| YTD | +21.9% | +17.4% | +4.5% | +10.0% |
| All | +5.4% | +26.9% | -21.4% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling