+609.2%
APD vs VEU
+192.1%
+417.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | -2.2% | +1.1% | -3.4% | -3.2% |
| 30D | +2.1% | +2.2% | -0.1% | +0.2% |
| 3M | +7.2% | +3.0% | +4.2% | +3.9% |
| 6M | +11.2% | +10.9% | +0.4% | +0.4% |
| YTD | +24.4% | +18.2% | +6.2% | +6.0% |
| 1Y | +6.7% | +28.3% | -21.6% | -15.4% |
| 3Y | +9.2% | +74.6% | -65.4% | -33.9% |
| 5Y | +27.4% | +56.4% | -29.0% | -15.6% |
| 10Y | +164.8% | +153.0% | +11.8% | +16.4% |
| All | +609.2% | +192.1% | +417.0% | +159.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling