+46.3%
FE vs APD
+15.3%
+31.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.4% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +6.4% | +10.1% | -3.7% | +4.5% |
| 3M | -0.5% | +4.9% | -5.3% | -1.5% |
| 6M | +4.7% | +2.5% | +2.3% | +4.1% |
| YTD | +8.4% | +27.8% | -19.4% | +2.6% |
| 1Y | +7.2% | +32.9% | -25.6% | +0.3% |
| 3Y | +44.9% | +13.4% | +31.5% | +37.9% |
| 5Y | +46.3% | +12.8% | +33.5% | +35.8% |
| All | +46.3% | +15.3% | +31.0% | +35.8% |
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