+375.9%
EFA vs APD
+1,331.7%
-955.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +1.3% | +2.2% | -0.9% | +0.2% |
| 30D | +0.5% | +9.4% | -8.9% | -4.0% |
| 3M | -4.1% | +4.7% | -8.8% | -6.5% |
| 6M | +2.4% | +5.5% | -3.0% | -1.1% |
| YTD | +10.0% | +31.4% | -21.4% | -5.9% |
| 1Y | +11.4% | +24.1% | -12.7% | -2.3% |
| 3Y | +65.4% | +28.8% | +36.6% | +36.2% |
| 5Y | +49.6% | +15.8% | +33.8% | +26.8% |
| 10Y | +144.8% | +191.6% | -46.8% | +13.7% |
| All | +375.9% | +1,331.7% | -955.8% | -16.9% |
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