+179.3%
EXE vs APD
+33.8%
+145.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | -1.8% | -2.5% | +0.7% | -1.2% |
| 30D | +6.4% | -1.9% | +8.3% | +6.9% |
| 3M | +9.2% | +8.2% | +1.0% | +6.8% |
| 6M | -7.0% | +10.7% | -17.7% | -9.7% |
| YTD | -9.5% | +22.9% | -32.4% | -14.8% |
| 1Y | +6.2% | +5.8% | +0.4% | +3.9% |
| 3Y | +20.7% | +7.8% | +13.0% | +15.5% |
| 5Y | +103.6% | +26.1% | +77.5% | +79.3% |
| All | +179.3% | +33.8% | +145.5% | +156.4% |
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