+13.8%
APEI vs SPY
+632.6%
-618.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +9.7% | +2.6% | +7.1% | +7.6% |
| 30D | -15.4% | -2.0% | -13.5% | -13.9% |
| 3M | -9.6% | -2.8% | -6.9% | -7.5% |
| 6M | -22.7% | +2.1% | -24.9% | -24.1% |
| YTD | +8.1% | +11.5% | -3.3% | -0.9% |
| 1Y | +18.3% | +13.5% | +4.9% | +6.9% |
| 3Y | +611.0% | +77.7% | +533.3% | +359.4% |
| 5Y | +62.5% | +72.6% | -10.1% | +6.4% |
| 10Y | +81.3% | +308.2% | -226.9% | -39.5% |
| All | +13.8% | +632.6% | -618.8% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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