+169.3%
APD vs EME
+1,301.6%
-1,132.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -3.5% | +0.9% | -4.4% | -3.8% |
| 30D | -5.1% | -8.4% | +3.3% | -3.0% |
| 3M | +6.9% | -3.6% | +10.5% | +6.6% |
| 6M | +8.1% | +3.6% | +4.5% | +5.0% |
| YTD | +21.2% | +22.5% | -1.3% | +11.2% |
| 1Y | +4.9% | +18.2% | -13.3% | -4.2% |
| 3Y | +6.3% | +238.4% | -232.1% | -36.6% |
| 5Y | +24.3% | +550.5% | -526.3% | -43.4% |
| All | +169.3% | +1,301.6% | -1,132.3% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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