+11.8%
APD vs VEU
+49.1%
-37.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +0.2% |
| 7D | -1.6% | +0.8% | -2.3% | -2.0% |
| 30D | +10.6% | -1.6% | +12.2% | +11.7% |
| 3M | +2.5% | -4.2% | +6.7% | +5.2% |
| 6M | +6.0% | -1.5% | +7.5% | +6.2% |
| YTD | +28.4% | +11.7% | +16.7% | +16.0% |
| 1Y | +22.2% | +15.6% | +6.6% | +7.3% |
| 3Y | +26.6% | +71.7% | -45.2% | -20.6% |
| 5Y | +11.8% | +49.5% | -37.7% | -23.9% |
| All | +11.8% | +49.1% | -37.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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