+379.5%
SE vs APD
+150.5%
+229.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.8% |
| 7D | +3.3% | -1.6% | +4.9% | +4.3% |
| 30D | -18.2% | +10.6% | -28.8% | -22.7% |
| 3M | -31.3% | +2.5% | -33.8% | -32.4% |
| 6M | -10.1% | +6.0% | -16.1% | -13.7% |
| YTD | -38.9% | +28.4% | -67.3% | -48.1% |
| 1Y | -48.0% | +22.2% | -70.2% | -54.8% |
| 3Y | +78.8% | +26.6% | +52.2% | +46.4% |
| 5Y | -77.1% | +11.8% | -88.9% | -80.3% |
| All | +379.5% | +150.5% | +229.0% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling