+102.2%
FE vs APD
+185.9%
-83.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.9% |
| 7D | -1.0% | -3.7% | +2.6% | +0.2% |
| 30D | +4.1% | +9.6% | -5.5% | +1.0% |
| 3M | -1.0% | +1.6% | -2.7% | -1.7% |
| 6M | +4.0% | +2.2% | +1.8% | +2.7% |
| YTD | +6.8% | +25.9% | -19.0% | -2.4% |
| 1Y | +5.3% | +20.1% | -14.9% | -2.6% |
| 3Y | +44.6% | +12.4% | +32.2% | +32.4% |
| 5Y | +44.2% | +11.1% | +33.1% | +30.4% |
| All | +102.2% | +185.9% | -83.7% | +37.2% |
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