+3,013.7%
APD vs EME
+53,750.9%
-50,737.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +2.2% | +11.3% | -9.2% | -0.9% |
| 30D | +9.4% | -14.6% | +24.0% | +13.7% |
| 3M | +4.7% | -20.4% | +25.1% | +10.4% |
| 6M | +5.5% | -28.3% | +33.7% | +13.4% |
| YTD | +31.4% | +8.6% | +22.8% | +24.4% |
| 1Y | +24.1% | +3.2% | +20.9% | +18.9% |
| 3Y | +28.8% | +216.8% | -188.0% | -15.3% |
| 5Y | +15.8% | +417.5% | -401.7% | -34.9% |
| 10Y | +191.6% | +922.2% | -730.6% | +29.3% |
| All | +3,013.7% | +53,750.9% | -50,737.1% | +678.8% |
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