+125.4%
EXPE vs APD
+187.5%
-62.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +1.9% |
| 7D | -17.8% | -1.2% | -16.6% | -17.1% |
| 30D | -3.2% | +11.0% | -14.3% | -7.7% |
| 3M | -19.0% | +2.6% | -21.5% | -19.7% |
| 6M | +17.7% | +4.8% | +12.9% | +14.8% |
| YTD | -7.8% | +31.0% | -38.8% | -20.8% |
| 1Y | -1.4% | +23.4% | -24.7% | -12.9% |
| 3Y | +121.9% | +28.4% | +93.6% | +85.0% |
| 5Y | +44.3% | +15.2% | +29.1% | +24.6% |
| 10Y | +125.4% | +190.7% | -65.3% | +29.1% |
| All | +125.4% | +187.5% | -62.1% | +29.1% |
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