+163.7%
APD vs EL
+31.4%
+132.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.7% |
| 7D | -2.5% | +1.7% | -4.2% | -2.9% |
| 30D | -1.9% | +15.5% | -17.4% | -5.7% |
| 3M | +8.2% | +20.6% | -12.3% | +2.7% |
| 6M | +10.7% | +10.5% | +0.3% | +6.2% |
| YTD | +22.9% | -1.9% | +24.8% | +20.3% |
| 1Y | +5.8% | +16.1% | -10.3% | -2.0% |
| 3Y | +7.8% | -30.2% | +38.0% | +9.1% |
| 5Y | +26.1% | -67.4% | +93.5% | +67.7% |
| 10Y | +163.7% | +31.2% | +132.5% | +107.2% |
| All | +163.7% | +31.4% | +132.3% | +107.2% |
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