+125.5%
ETN vs APD
+15.4%
+110.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.6% |
| 7D | +10.1% | +2.2% | +8.0% | +9.3% |
| 30D | -15.9% | +9.4% | -25.3% | -18.8% |
| 3M | -21.7% | +4.7% | -26.4% | -23.2% |
| 6M | -10.1% | +5.5% | -15.6% | -12.5% |
| YTD | +14.0% | +31.4% | -17.4% | +1.2% |
| 1Y | -1.7% | +24.1% | -25.8% | -11.0% |
| 3Y | +67.9% | +28.8% | +39.1% | +45.8% |
| 5Y | +125.5% | +15.8% | +109.8% | +102.0% |
| All | +125.5% | +15.4% | +110.1% | +102.0% |
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 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