+105.2%
APA vs EFV
+19.3%
+85.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +1.9% |
| 7D | +9.6% | +0.7% | +8.9% | +10.2% |
| 30D | -0.2% | +2.0% | -2.2% | +1.5% |
| 3M | +19.8% | -1.6% | +21.5% | +19.1% |
| 6M | +30.1% | +5.8% | +24.3% | +35.7% |
| YTD | +100.4% | +15.6% | +84.8% | +101.6% |
| 1Y | +105.2% | +19.0% | +86.2% | +104.0% |
| All | +105.2% | +19.3% | +85.9% | +104.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling