+2,847.4%
APD vs EME
+61,143.5%
-58,296.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.5% |
| 7D | -2.2% | +1.9% | -4.1% | -2.7% |
| 30D | +2.1% | -8.3% | +10.4% | +4.3% |
| 3M | +7.2% | -10.7% | +17.9% | +9.3% |
| 6M | +11.2% | +1.9% | +9.4% | +8.7% |
| YTD | +24.4% | +23.5% | +0.9% | +14.5% |
| 1Y | +6.7% | +18.0% | -11.3% | -1.8% |
| 3Y | +9.2% | +236.1% | -226.9% | -28.7% |
| 5Y | +27.4% | +527.9% | -500.5% | -31.7% |
| 10Y | +164.8% | +1,252.8% | -1,087.9% | +9.3% |
| All | +2,847.4% | +61,143.5% | -58,296.1% | +617.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling