+140.6%
EXE vs APD
+37.0%
+103.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -6.6% | -3.7% | -2.9% | -5.7% |
| 30D | -4.0% | +9.6% | -13.6% | -6.3% |
| 3M | -7.5% | +1.6% | -9.1% | -7.9% |
| 6M | -11.7% | +2.2% | -13.8% | -12.4% |
| YTD | -22.0% | +25.9% | -47.9% | -27.1% |
| 1Y | -21.8% | +20.1% | -41.9% | -26.1% |
| 3Y | +8.0% | +12.4% | -4.4% | +2.0% |
| 5Y | +62.3% | +11.1% | +51.2% | +48.6% |
| All | +140.6% | +37.0% | +103.6% | +119.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling