+49.0%
FE vs APD
+27.6%
+21.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | +1.9% | -2.2% | +4.2% | +2.4% |
| 30D | -1.2% | +2.1% | -3.3% | -1.6% |
| 3M | +3.5% | +7.2% | -3.7% | +1.9% |
| 6M | -6.1% | +11.2% | -17.3% | -8.3% |
| YTD | +7.6% | +24.4% | -16.8% | +2.4% |
| 1Y | +11.9% | +6.7% | +5.2% | +9.9% |
| 3Y | +48.4% | +9.2% | +39.2% | +42.4% |
| All | +49.0% | +27.6% | +21.4% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling