+187.8%
APD vs EL
+63.1%
+124.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.4% |
| 7D | -1.6% | +8.0% | -9.6% | -3.4% |
| 30D | +10.6% | +15.4% | -4.8% | +6.6% |
| 3M | +2.5% | +28.5% | -26.0% | -4.2% |
| 6M | +6.0% | +32.2% | -26.3% | -2.3% |
| YTD | +28.4% | +9.2% | +19.3% | +22.2% |
| 1Y | +22.2% | +30.8% | -8.6% | +10.2% |
| 3Y | +26.6% | +3.7% | +22.9% | +13.0% |
| 5Y | +11.8% | -64.8% | +76.5% | +47.1% |
| 10Y | +187.8% | +60.0% | +127.7% | +115.5% |
| All | +187.8% | +63.1% | +124.7% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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