+51.4%
EFA vs APD
+13.7%
+37.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | +1.6% | +11.0% | -9.5% | -1.3% |
| 3M | -3.2% | +2.6% | -5.7% | -3.9% |
| 6M | +2.5% | +4.8% | -2.3% | +0.9% |
| YTD | +10.7% | +31.0% | -20.3% | +1.8% |
| 1Y | +12.8% | +23.4% | -10.6% | +5.3% |
| 3Y | +66.4% | +28.4% | +38.1% | +50.3% |
| 5Y | +51.4% | +15.2% | +36.2% | +32.4% |
| All | +51.4% | +13.7% | +37.7% | +32.4% |
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