+123.4%
FE vs APD
+191.9%
-68.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +1.2% | +3.8% | -2.6% | -0.1% |
| 30D | +4.5% | +8.2% | -3.7% | +1.8% |
| 3M | +1.3% | +4.3% | -2.9% | -0.2% |
| 6M | +8.7% | +4.7% | +4.0% | +6.5% |
| YTD | +9.2% | +31.5% | -22.3% | -1.8% |
| 1Y | +7.0% | +23.5% | -16.6% | -1.9% |
| 3Y | +51.4% | +29.1% | +22.3% | +31.7% |
| 5Y | +47.7% | +15.9% | +31.8% | +31.6% |
| All | +123.4% | +191.9% | -68.5% | +43.9% |
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