+502.6%
EWT vs APD
+168.7%
+333.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -1.1% | -3.5% | +2.4% | 0.0% |
| 30D | +4.8% | -5.1% | +9.9% | +6.5% |
| 3M | +11.1% | +6.9% | +4.3% | +8.2% |
| 6M | +54.6% | +8.1% | +46.6% | +49.6% |
| YTD | +71.4% | +21.2% | +50.2% | +58.9% |
| 1Y | +82.1% | +4.9% | +77.2% | +76.7% |
| 3Y | +193.2% | +6.3% | +186.9% | +176.9% |
| 5Y | +146.1% | +24.3% | +121.8% | +113.9% |
| All | +502.6% | +168.7% | +333.9% | +248.6% |
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