+197.7%
EXC vs APD
+188.9%
+8.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +9.0% | +11.0% | -2.0% | +4.7% |
| 3M | +3.3% | +2.0% | +1.3% | +2.4% |
| 6M | +5.7% | +7.1% | -1.4% | +2.3% |
| YTD | +7.3% | +29.8% | -22.4% | -4.4% |
| 1Y | +2.9% | +24.0% | -21.1% | -7.0% |
| 3Y | +29.3% | +27.2% | +2.2% | +10.8% |
| 5Y | +40.1% | +12.8% | +27.3% | +24.3% |
| 10Y | +197.7% | +185.0% | +12.6% | +75.5% |
| All | +197.7% | +188.9% | +8.8% | +75.5% |
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