+12,781.7%
ECL vs APD
+6,115.6%
+6,666.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -2.6% | -2.2% | -0.4% | -1.7% |
| 30D | -2.2% | +2.1% | -4.3% | -3.1% |
| 3M | +10.1% | +7.2% | +2.9% | +6.4% |
| 6M | -5.7% | +11.2% | -17.0% | -10.6% |
| YTD | +7.0% | +24.4% | -17.4% | -3.7% |
| 1Y | +2.7% | +6.7% | -4.0% | -1.8% |
| 3Y | +57.7% | +9.2% | +48.5% | +44.8% |
| 5Y | +31.1% | +27.4% | +3.8% | +11.7% |
| 10Y | +150.9% | +164.8% | -14.0% | +55.8% |
| All | +12,781.7% | +6,115.6% | +6,666.0% | +2,346.3% |
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