+120.9%
FE vs APD
+187.0%
-66.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.7% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +4.3% | +11.0% | -6.7% | +0.7% |
| 3M | +0.4% | +1.3% | -0.9% | -0.2% |
| 6M | +6.9% | +6.4% | +0.6% | +4.2% |
| YTD | +8.0% | +28.9% | -20.9% | -2.2% |
| 1Y | +4.8% | +23.2% | -18.4% | -3.9% |
| 3Y | +49.0% | +26.3% | +22.6% | +30.6% |
| 5Y | +46.2% | +12.0% | +34.2% | +32.1% |
| 10Y | +120.9% | +183.2% | -62.3% | +40.6% |
| All | +120.9% | +187.0% | -66.1% | +40.6% |
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