+4.7%
FE vs APD
+4.3%
+0.5%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | -0.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.6% |
| 30D | +6.4% | +10.1% | -3.7% | +6.3% |
| 3M | -0.5% | +4.9% | -5.3% | -0.7% |
| 6M | +4.7% | +2.5% | +2.3% | +5.3% |
| All | +4.7% | +4.3% | +0.5% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling