+18.3%
APD vs EL
-65.2%
+83.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +3.8% | +1.5% | +2.3% | +3.6% |
| 30D | +8.2% | +10.0% | -1.8% | +6.5% |
| 3M | +4.3% | +28.4% | -24.1% | -0.2% |
| 6M | +4.7% | +37.1% | -32.4% | -1.3% |
| YTD | +31.5% | +7.8% | +23.7% | +27.9% |
| 1Y | +23.5% | +26.0% | -2.5% | +16.3% |
| 3Y | +29.1% | +3.8% | +25.3% | +17.9% |
| All | +18.3% | -65.2% | +83.5% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling