+18.3%
EFA vs APD
+5.6%
+12.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -2.4% | -3.5% | +1.1% | -2.1% |
| 30D | -2.2% | -5.1% | +2.8% | -1.9% |
| 3M | +5.7% | +6.9% | -1.2% | +5.1% |
| 6M | +8.2% | +8.1% | +0.1% | +7.4% |
| YTD | +11.8% | +21.2% | -9.5% | +9.8% |
| 1Y | +18.3% | +4.9% | +13.4% | +20.0% |
| All | +18.3% | +5.6% | +12.7% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling