+79.7%
EFX vs APD
+191.9%
-112.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -0.8% | +3.8% | -4.6% | -2.4% |
| 30D | +25.1% | +8.2% | +16.9% | +21.1% |
| 3M | +1.7% | +4.3% | -2.6% | -0.1% |
| 6M | +18.4% | +4.7% | +13.7% | +15.7% |
| YTD | -12.5% | +31.5% | -44.1% | -23.6% |
| 1Y | -8.1% | +23.5% | -31.6% | -17.7% |
| 3Y | +4.8% | +29.1% | -24.3% | -10.1% |
| 5Y | -30.1% | +15.9% | -46.0% | -38.3% |
| All | +79.7% | +191.9% | -112.2% | +7.0% |
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