+142.5%
EFA vs APD
+170.1%
-27.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.5% | -4.6% | +4.1% | +1.2% |
| 30D | -1.3% | -4.2% | +2.9% | +0.1% |
| 3M | +5.2% | +5.0% | +0.2% | +2.9% |
| 6M | +9.4% | +8.9% | +0.4% | +5.2% |
| YTD | +12.7% | +21.9% | -9.2% | +3.7% |
| 1Y | +19.3% | +5.6% | +13.7% | +15.3% |
| 3Y | +66.3% | +6.9% | +59.4% | +55.7% |
| 5Y | +53.4% | +25.3% | +28.0% | +30.7% |
| All | +142.5% | +170.1% | -27.7% | +43.0% |
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 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