+20.1%
APD vs EL
+22.5%
-2.4%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.6% |
| 7D | -3.7% | +0.8% | -4.4% | -3.7% |
| 30D | +9.6% | +16.5% | -6.9% | +9.0% |
| 3M | +1.6% | +29.2% | -27.5% | +1.0% |
| 6M | +2.2% | +27.9% | -25.7% | +1.5% |
| YTD | +25.9% | +6.2% | +19.7% | +24.9% |
| 1Y | +20.1% | +27.2% | -7.0% | +17.2% |
| All | +20.1% | +22.5% | -2.4% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling