+27.9%
APD vs ES
-5.6%
+33.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | +2.1% | -2.0% | +4.1% | +2.7% |
| 3M | +7.2% | +1.7% | +5.5% | +6.4% |
| 6M | +11.2% | -3.5% | +14.8% | +12.1% |
| YTD | +24.4% | +7.9% | +16.5% | +20.4% |
| 1Y | +6.7% | +17.2% | -10.5% | -1.1% |
| 3Y | +9.2% | +29.3% | -20.1% | -4.4% |
| All | +27.9% | -5.6% | +33.6% | +25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling