+17.7%
APEI vs SPY
+637.9%
-620.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +4.2% |
| 7D | -0.3% | -0.9% | +0.6% | +0.7% |
| 30D | -12.2% | -2.4% | -9.8% | -10.4% |
| 3M | -7.5% | -1.2% | -6.4% | -6.5% |
| 6M | -25.0% | +3.3% | -28.3% | -27.0% |
| YTD | +11.9% | +12.3% | -0.4% | +1.9% |
| 1Y | +22.2% | +12.4% | +9.8% | +11.1% |
| 3Y | +691.8% | +78.8% | +612.9% | +409.1% |
| 5Y | +69.1% | +75.2% | -6.0% | +9.5% |
| 10Y | +87.5% | +311.1% | -223.6% | -37.8% |
| All | +17.7% | +637.9% | -620.2% | -70.7% |
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