+166.1%
APA vs ECL
+29.5%
+136.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +15.7% | -2.5% | +18.2% | +16.2% |
| 3M | +16.5% | +8.3% | +8.1% | +14.1% |
| 6M | +35.1% | -1.1% | +36.2% | +34.9% |
| YTD | +82.2% | +6.5% | +75.7% | +77.6% |
| 1Y | +102.5% | +2.1% | +100.4% | +99.4% |
| 3Y | +10.3% | +57.6% | -47.3% | -7.1% |
| 5Y | +166.1% | +28.1% | +138.1% | +161.7% |
| All | +166.1% | +29.5% | +136.6% | +161.7% |
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