+144.5%
EXE vs APD
+39.8%
+104.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.1% |
| 7D | -3.9% | -1.6% | -2.3% | -3.5% |
| 30D | -2.6% | +10.6% | -13.2% | -5.1% |
| 3M | -6.9% | +2.5% | -9.4% | -7.5% |
| 6M | -9.3% | +6.0% | -15.3% | -10.9% |
| YTD | -20.7% | +28.4% | -49.2% | -26.3% |
| 1Y | -21.8% | +22.2% | -44.0% | -26.4% |
| 3Y | +16.2% | +26.6% | -10.4% | +5.5% |
| 5Y | +61.1% | +11.8% | +49.3% | +47.4% |
| All | +144.5% | +39.8% | +104.7% | +121.8% |
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