+60.6%
VNQ vs APD
+168.7%
-108.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.6% |
| 7D | -2.6% | -3.5% | +0.8% | -1.2% |
| 30D | -2.3% | -5.1% | +2.7% | -0.3% |
| 3M | -2.8% | +6.9% | -9.7% | -5.9% |
| 6M | +2.5% | +8.1% | -5.6% | -1.6% |
| YTD | +8.4% | +21.2% | -12.8% | -1.3% |
| 1Y | +6.8% | +4.9% | +1.9% | +2.9% |
| 3Y | +29.9% | +6.3% | +23.6% | +21.0% |
| 5Y | +7.2% | +24.3% | -17.1% | -9.7% |
| All | +60.6% | +168.7% | -108.1% | -3.2% |
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