+90.9%
APA vs ECL
+38.6%
+52.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | +8.5% | +2.9% | +5.7% | +8.1% |
| 30D | +2.8% | +7.5% | -4.7% | +1.4% |
| 3M | +21.7% | +12.2% | +9.5% | +19.1% |
| 6M | +32.6% | +24.6% | +8.1% | +26.5% |
| YTD | +103.7% | +18.8% | +84.9% | +95.0% |
| 1Y | +101.8% | +19.3% | +82.5% | +92.6% |
| 3Y | +48.1% | +78.2% | -30.1% | +22.7% |
| All | +90.9% | +38.6% | +52.3% | +86.1% |
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