+3.6%
EXE vs APD
+6.0%
-2.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -0.3% | -2.2% | +2.0% | +0.1% |
| 30D | +8.5% | +2.1% | +6.4% | +8.2% |
| 3M | +5.5% | +7.2% | -1.7% | +4.1% |
| 6M | -5.9% | +11.2% | -17.1% | -7.6% |
| YTD | -9.7% | +24.4% | -34.1% | -13.3% |
| 1Y | +3.6% | +6.7% | -3.1% | -1.6% |
| All | +3.6% | +6.0% | -2.5% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling