+154.5%
EWT vs APD
+25.2%
+129.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | +2.1% | -4.6% | +6.7% | +3.3% |
| 30D | +9.4% | -4.2% | +13.6% | +10.4% |
| 3M | +10.9% | +5.0% | +5.9% | +9.2% |
| 6M | +57.9% | +8.9% | +49.0% | +53.7% |
| YTD | +75.9% | +21.9% | +54.0% | +65.6% |
| 1Y | +89.7% | +5.6% | +84.1% | +85.6% |
| 3Y | +200.9% | +6.9% | +194.0% | +189.6% |
| 5Y | +154.5% | +25.3% | +129.1% | +114.4% |
| All | +154.5% | +25.2% | +129.3% | +114.4% |
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