+11.8%
APD vs EFV
+92.7%
-80.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | +0.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.8% |
| 30D | +10.6% | +3.4% | +7.2% | +8.0% |
| 3M | +2.5% | -1.7% | +4.2% | +3.7% |
| 6M | +6.0% | +6.4% | -0.4% | +1.1% |
| YTD | +28.4% | +16.3% | +12.2% | +13.7% |
| 1Y | +22.2% | +22.9% | -0.8% | +3.5% |
| 3Y | +26.6% | +92.8% | -66.3% | -25.9% |
| 5Y | +11.8% | +93.5% | -81.7% | -36.2% |
| All | +11.8% | +92.7% | -80.9% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling