+197.7%
ECL vs APD
+192.6%
+5.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +0.9% |
| 7D | -0.5% | -1.6% | +1.0% | +0.3% |
| 30D | +8.8% | +10.6% | -1.8% | +3.3% |
| 3M | +7.8% | +2.5% | +5.3% | +6.4% |
| 6M | +21.3% | +6.0% | +15.4% | +16.9% |
| YTD | +17.8% | +28.4% | -10.7% | +1.7% |
| 1Y | +21.1% | +22.2% | -1.1% | +7.0% |
| 3Y | +80.1% | +26.6% | +53.5% | +49.1% |
| 5Y | +40.5% | +11.8% | +28.7% | +22.2% |
| 10Y | +197.7% | +187.8% | +10.0% | +46.1% |
| All | +197.7% | +192.6% | +5.2% | +46.1% |
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