+836.8%
APD vs ET
+1,310.3%
-473.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +3.8% | +2.5% | +1.3% | +3.2% |
| 30D | +8.2% | -2.5% | +10.7% | +8.7% |
| 3M | +4.3% | -4.9% | +9.1% | +5.3% |
| 6M | +4.7% | -0.1% | +4.8% | +4.5% |
| YTD | +31.5% | +26.2% | +5.3% | +24.3% |
| 1Y | +23.5% | +25.2% | -1.6% | +16.9% |
| 3Y | +29.1% | +84.2% | -55.1% | +11.2% |
| 5Y | +15.9% | +216.1% | -200.2% | -12.4% |
| 10Y | +191.9% | +160.7% | +31.3% | +114.4% |
| All | +836.8% | +1,310.3% | -473.4% | +127.7% |
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