+7.5%
EMB vs APD
+16.4%
-9.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -0.9% | +3.8% | -4.7% | -1.4% |
| 30D | +0.4% | +8.2% | -7.9% | -0.6% |
| 3M | -3.1% | +4.3% | -7.4% | -3.7% |
| 6M | -2.1% | +4.7% | -6.8% | -2.7% |
| YTD | -1.1% | +31.5% | -32.6% | -4.9% |
| 1Y | -0.1% | +23.5% | -23.6% | -3.2% |
| 3Y | +29.6% | +29.1% | +0.5% | +23.0% |
| All | +7.5% | +16.4% | -9.0% | -1.6% |
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