-5.1%
AEM vs APA
+28.9%
-34.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -1.4% |
| 7D | +1.4% | +5.1% | -3.7% | +2.8% |
| 30D | -1.2% | +0.3% | -1.5% | -1.1% |
| 3M | +2.5% | +15.6% | -13.1% | +6.1% |
| 6M | -5.1% | +28.9% | -34.0% | +0.3% |
| All | -5.1% | +28.9% | -34.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 6mo: compounded portfolio wealth divided by compounded APA 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…
6mo analysis · Full analysis span regression · 6 months rolling