+177.8%
ETN vs APD
+25.2%
+152.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | +6.2% | -4.6% | +10.8% | +8.1% |
| 30D | -6.7% | -4.2% | -2.5% | -5.3% |
| 3M | +3.6% | +5.0% | -1.4% | +1.1% |
| 6M | +18.3% | +8.9% | +9.4% | +13.5% |
| YTD | +31.5% | +21.9% | +9.6% | +20.1% |
| 1Y | +20.6% | +5.6% | +15.0% | +16.5% |
| 3Y | +82.5% | +6.9% | +75.7% | +72.9% |
| 5Y | +177.8% | +25.3% | +152.4% | +125.1% |
| All | +177.8% | +25.2% | +152.5% | +125.1% |
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