+18.3%
APD vs EME
+410.0%
-391.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +3.8% | +8.4% | -4.5% | +2.3% |
| 30D | +8.2% | -11.5% | +19.7% | +10.3% |
| 3M | +4.3% | -20.6% | +24.9% | +8.2% |
| 6M | +4.7% | -28.5% | +33.2% | +10.5% |
| YTD | +31.5% | +8.0% | +23.5% | +25.5% |
| 1Y | +23.5% | +6.8% | +16.8% | +18.1% |
| 3Y | +29.1% | +213.9% | -184.8% | -21.6% |
| All | +18.3% | +410.0% | -391.8% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling