+150.1%
EXE vs APD
+40.3%
+109.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -0.3% | +11.0% | -11.3% | -3.0% |
| 3M | -9.3% | +1.3% | -10.6% | -9.7% |
| 6M | -7.2% | +6.4% | -13.6% | -9.0% |
| YTD | -18.9% | +28.9% | -47.8% | -24.7% |
| 1Y | -21.7% | +23.2% | -44.9% | -26.4% |
| 3Y | +21.0% | +26.3% | -5.3% | +10.0% |
| 5Y | +76.0% | +12.0% | +63.9% | +60.9% |
| All | +150.1% | +40.3% | +109.8% | +126.7% |
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