+114.4%
FE vs APD
+164.4%
-50.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | +1.9% | -2.2% | +4.2% | +2.7% |
| 30D | -1.2% | +2.1% | -3.3% | -2.0% |
| 3M | +3.5% | +7.2% | -3.7% | +0.6% |
| 6M | -6.1% | +11.2% | -17.3% | -10.0% |
| YTD | +7.6% | +24.4% | -16.8% | -1.3% |
| 1Y | +11.9% | +6.7% | +5.2% | +7.9% |
| 3Y | +48.4% | +9.2% | +39.2% | +37.5% |
| 5Y | +44.8% | +27.4% | +17.4% | +22.0% |
| All | +114.4% | +164.4% | -50.0% | +37.7% |
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