+69.8%
APA vs ECL
+37.7%
+32.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.9% |
| 7D | -15.5% | -0.8% | -14.7% | -15.5% |
| 30D | +2.4% | +8.1% | -5.7% | +0.9% |
| 3M | +22.8% | +6.4% | +16.4% | +21.3% |
| 6M | +17.9% | +14.8% | +3.2% | +14.5% |
| YTD | +87.7% | +15.5% | +72.2% | +80.5% |
| 1Y | +94.2% | +20.1% | +74.1% | +84.4% |
| 3Y | +27.2% | +77.8% | -50.5% | +5.2% |
| All | +69.8% | +37.7% | +32.1% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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