+785.8%
APD vs ET
+1,435.0%
-649.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -2.2% | +0.9% | -3.1% | -2.4% |
| 30D | +2.1% | +7.5% | -5.4% | +0.4% |
| 3M | +7.2% | +11.4% | -4.2% | +4.5% |
| 6M | +11.2% | +18.5% | -7.3% | +6.9% |
| YTD | +24.4% | +37.4% | -13.0% | +15.4% |
| 1Y | +6.7% | +30.9% | -24.3% | -0.1% |
| 3Y | +9.2% | +98.7% | -89.5% | -7.4% |
| 5Y | +27.4% | +230.7% | -203.4% | -4.8% |
| 10Y | +164.8% | +175.6% | -10.8% | +91.4% |
| All | +785.8% | +1,435.0% | -649.1% | +111.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling