+151.7%
EXC vs APD
+165.5%
-13.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | +0.3% | -2.2% | +2.5% | +1.1% |
| 30D | -3.7% | +2.1% | -5.8% | -4.6% |
| 3M | -1.3% | +7.2% | -8.5% | -4.4% |
| 6M | -9.7% | +11.2% | -21.0% | -14.0% |
| YTD | +2.9% | +24.4% | -21.5% | -6.8% |
| 1Y | +4.4% | +6.7% | -2.3% | +0.1% |
| 3Y | +22.2% | +9.2% | +13.0% | +11.8% |
| 5Y | +46.7% | +27.4% | +19.4% | +20.3% |
| All | +151.7% | +165.5% | -13.7% | +55.0% |
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 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