+194.7%
ECL vs APD
+184.8%
+9.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +0.4% | -0.2% | +0.7% | +0.6% |
| 30D | +8.6% | +11.0% | -2.4% | +2.9% |
| 3M | +7.9% | +2.0% | +5.9% | +6.7% |
| 6M | +21.0% | +7.1% | +14.0% | +16.0% |
| YTD | +17.5% | +29.8% | -12.3% | +1.0% |
| 1Y | +19.7% | +24.0% | -4.4% | +4.9% |
| 3Y | +77.4% | +27.2% | +50.3% | +46.7% |
| 5Y | +38.7% | +12.8% | +25.9% | +20.1% |
| All | +194.7% | +184.8% | +9.9% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 10y: compounded portfolio wealth divided by compounded APD 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…
10y analysis · Full analysis span regression · 6 months rolling