+26.3%
APEI vs SPY
+646.1%
-619.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -15.7% | +0.1% | -15.8% | -15.8% |
| 3M | -14.4% | +2.0% | -16.4% | -16.0% |
| 6M | -1.3% | +13.0% | -14.3% | -10.6% |
| YTD | +20.0% | +13.5% | +6.5% | +8.2% |
| 1Y | +43.0% | +20.0% | +23.0% | +23.4% |
| 3Y | +767.3% | +77.2% | +690.1% | +460.3% |
| 5Y | +67.9% | +81.9% | -14.0% | +5.4% |
| 10Y | +118.1% | +314.1% | -196.0% | -28.1% |
| All | +26.3% | +646.1% | -619.9% | -68.9% |
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