+167.7%
APA vs EFV
+97.2%
+70.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.6% |
| 7D | -1.7% | +1.0% | -2.7% | -2.8% |
| 30D | +15.7% | +0.2% | +15.6% | +15.3% |
| 3M | +16.5% | +9.6% | +6.8% | +4.3% |
| 6M | +35.1% | +14.0% | +21.1% | +12.5% |
| YTD | +82.2% | +18.5% | +63.8% | +42.8% |
| 1Y | +102.5% | +27.9% | +74.6% | +42.7% |
| 3Y | +10.3% | +92.4% | -82.1% | -56.9% |
| All | +167.7% | +97.2% | +70.5% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling