+832.8%
APD vs ET
+1,313.9%
-481.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -1.2% | +1.8% | -2.9% | -1.5% |
| 30D | +11.0% | -3.0% | +14.0% | +11.7% |
| 3M | +2.6% | -4.7% | +7.3% | +3.6% |
| 6M | +4.8% | +2.7% | +2.2% | +4.0% |
| YTD | +31.0% | +26.5% | +4.4% | +23.7% |
| 1Y | +23.4% | +25.0% | -1.6% | +16.8% |
| 3Y | +28.4% | +85.4% | -57.0% | +10.4% |
| 5Y | +15.2% | +215.5% | -200.3% | -12.9% |
| 10Y | +190.7% | +161.3% | +29.3% | +113.4% |
| All | +832.8% | +1,313.9% | -481.1% | +126.6% |
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