+581.0%
FE vs APD
+1,539.3%
-958.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.8% | +0.7% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | +6.4% | +10.1% | -3.7% | +3.3% |
| 3M | -0.5% | +4.9% | -5.3% | -2.1% |
| 6M | +4.7% | +2.5% | +2.3% | +3.4% |
| YTD | +8.4% | +27.8% | -19.4% | -0.4% |
| 1Y | +7.2% | +32.9% | -25.6% | -3.1% |
| 3Y | +44.9% | +13.4% | +31.5% | +34.1% |
| 5Y | +46.3% | +12.8% | +33.5% | +33.9% |
| 10Y | +110.3% | +194.6% | -84.3% | +40.8% |
| All | +581.0% | +1,539.3% | -958.3% | +184.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling