-41.3%
TE vs APD
+26.2%
-67.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.2% | +11.2% | +10.6% |
| 7D | +18.2% | -2.5% | +20.7% | +19.6% |
| 30D | -13.5% | -1.9% | -11.6% | -12.8% |
| 3M | -44.6% | +8.2% | -52.8% | -47.1% |
| 6M | -24.7% | +10.7% | -35.5% | -29.3% |
| YTD | -24.3% | +22.9% | -47.2% | -33.8% |
| 1Y | +155.6% | +5.8% | +149.8% | +141.4% |
| 3Y | -18.3% | +7.8% | -26.0% | -24.1% |
| 5Y | -41.3% | +26.1% | -67.4% | -53.7% |
| All | -41.3% | +26.2% | -67.5% | -53.7% |
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