+395.7%
EFA vs APD
+1,255.2%
-859.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +0.6% | -2.2% | +2.8% | +1.7% |
| 30D | +0.9% | +2.1% | -1.2% | -0.3% |
| 3M | +4.9% | +7.2% | -2.3% | +0.6% |
| 6M | +8.6% | +11.2% | -2.7% | +1.7% |
| YTD | +14.6% | +24.4% | -9.8% | +1.0% |
| 1Y | +22.6% | +6.7% | +16.0% | +15.9% |
| 3Y | +66.5% | +9.2% | +57.3% | +48.7% |
| 5Y | +54.5% | +27.4% | +27.2% | +23.7% |
| 10Y | +144.8% | +164.8% | -20.0% | +19.8% |
| All | +395.7% | +1,255.2% | -859.5% | -10.9% |
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