-3.7%
APA vs EFV
+169.9%
-173.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | -1.2% |
| 7D | +4.6% | -0.8% | +5.4% | +5.8% |
| 30D | +11.9% | +0.6% | +11.3% | +10.5% |
| 3M | +22.5% | +7.5% | +14.9% | +8.2% |
| 6M | +37.5% | +13.0% | +24.5% | +7.7% |
| YTD | +87.2% | +18.3% | +68.8% | +34.4% |
| 1Y | +101.4% | +26.7% | +74.7% | +28.5% |
| 3Y | +16.9% | +89.6% | -72.7% | -63.6% |
| 5Y | +178.4% | +98.2% | +80.2% | -18.2% |
| All | -3.7% | +169.9% | -173.6% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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