+183.8%
EXC vs APD
+192.6%
-8.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.7% |
| 7D | -1.7% | -1.6% | -0.2% | -1.2% |
| 30D | +9.3% | +10.6% | -1.3% | +5.2% |
| 3M | +1.0% | +2.5% | -1.5% | -0.1% |
| 6M | +5.9% | +6.0% | 0.0% | +3.0% |
| YTD | +7.6% | +28.4% | -20.8% | -3.7% |
| 1Y | +2.4% | +22.2% | -19.7% | -6.8% |
| 3Y | +30.2% | +26.6% | +3.7% | +11.8% |
| 5Y | +41.4% | +11.8% | +29.6% | +25.9% |
| 10Y | +183.8% | +187.8% | -4.0% | +78.6% |
| All | +183.8% | +192.6% | -8.8% | +78.6% |
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