+46.0%
FE vs APD
+11.7%
+34.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | 0.0% | -3.7% | +3.6% | +0.3% |
| 30D | +5.2% | +9.6% | -4.4% | +4.3% |
| 3M | 0.0% | +1.6% | -1.7% | -0.2% |
| 6M | +5.0% | +2.2% | +2.9% | +4.8% |
| YTD | +7.9% | +25.9% | -18.0% | +5.0% |
| 1Y | +6.3% | +20.1% | -13.8% | +4.0% |
| 3Y | +46.0% | +12.4% | +33.6% | +39.9% |
| All | +46.0% | +11.7% | +34.3% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling