+451.6%
EWT vs APD
+191.6%
+260.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.3% | -3.0% |
| 7D | +13.2% | +2.2% | +11.1% | +12.5% |
| 30D | -14.3% | +9.4% | -23.7% | -16.7% |
| 3M | -8.4% | +4.7% | -13.1% | -9.9% |
| 6M | +3.7% | +5.5% | -1.8% | +1.5% |
| YTD | +53.1% | +31.4% | +21.7% | +38.3% |
| 1Y | +55.5% | +24.1% | +31.4% | +42.8% |
| 3Y | +155.6% | +28.8% | +126.9% | +126.5% |
| 5Y | +119.3% | +15.8% | +103.6% | +97.9% |
| All | +451.6% | +191.6% | +260.0% | +226.6% |
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 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