+13,805.6%
ECL vs APD
+6,189.3%
+7,616.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.0% |
| 7D | -0.8% | -3.7% | +2.9% | +0.9% |
| 30D | +8.1% | +9.6% | -1.5% | +3.9% |
| 3M | +6.4% | +1.6% | +4.7% | +5.5% |
| 6M | +14.8% | +2.2% | +12.6% | +13.1% |
| YTD | +15.5% | +25.9% | -10.4% | +3.4% |
| 1Y | +20.1% | +20.1% | 0.0% | +9.4% |
| 3Y | +77.8% | +12.4% | +65.4% | +61.2% |
| 5Y | +37.9% | +11.1% | +26.7% | +24.8% |
| 10Y | +202.7% | +190.1% | +12.5% | +81.0% |
| All | +13,805.6% | +6,189.3% | +7,616.3% | +2,527.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling