+372.3%
SE vs APD
+151.4%
+220.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.7% |
| 7D | 0.0% | -0.2% | +0.3% | +0.3% |
| 30D | -19.4% | +11.0% | -30.4% | -24.0% |
| 3M | -33.1% | +1.3% | -34.4% | -33.8% |
| 6M | -11.4% | +6.4% | -17.8% | -15.2% |
| YTD | -39.8% | +28.9% | -68.7% | -49.0% |
| 1Y | -50.5% | +23.2% | -73.7% | -57.2% |
| 3Y | +68.9% | +26.3% | +42.5% | +38.5% |
| 5Y | -77.1% | +12.0% | -89.1% | -80.3% |
| All | +372.3% | +151.4% | +220.9% | +122.6% |
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