+47.0%
EEM vs APD
+26.2%
+20.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | +3.1% | -2.5% | +5.6% | +3.6% |
| 30D | +4.9% | -1.9% | +6.7% | +5.2% |
| 3M | +5.2% | +8.2% | -3.0% | +2.9% |
| 6M | +20.7% | +10.7% | +10.0% | +17.2% |
| YTD | +26.5% | +22.9% | +3.5% | +19.3% |
| 1Y | +37.8% | +5.8% | +32.1% | +35.0% |
| 3Y | +91.0% | +7.8% | +83.2% | +83.9% |
| 5Y | +47.0% | +26.1% | +20.9% | +23.0% |
| All | +47.0% | +26.2% | +20.8% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling