+6.2%
APD vs ET
+95.8%
-89.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -1.9% | +6.9% | -8.7% | -3.9% |
| 3M | +8.2% | +13.1% | -4.8% | +4.2% |
| 6M | +10.7% | +18.7% | -8.0% | +4.9% |
| YTD | +22.9% | +37.4% | -14.5% | +10.8% |
| 1Y | +5.8% | +34.8% | -29.0% | -4.2% |
| All | +6.2% | +95.8% | -89.6% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling