+182.3%
APD vs ES
+85.7%
+96.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.4% | -0.3% |
| 7D | -3.7% | +1.9% | -5.5% | -4.4% |
| 30D | +9.6% | +7.1% | +2.6% | +6.5% |
| 3M | +1.6% | -1.9% | +3.6% | +2.2% |
| 6M | +2.2% | +4.4% | -2.2% | -0.2% |
| YTD | +25.9% | +7.3% | +18.5% | +20.7% |
| 1Y | +20.1% | +2.1% | +18.0% | +16.9% |
| 3Y | +12.4% | +41.8% | -29.4% | -8.3% |
| 5Y | +11.1% | +1.4% | +9.7% | +5.3% |
| All | +182.3% | +85.7% | +96.6% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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