+1.8%
APA vs EFV
+249.2%
-247.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.2% |
| 7D | +8.5% | +2.5% | +6.0% | +5.3% |
| 30D | +2.8% | +2.9% | -0.1% | -1.3% |
| 3M | +21.7% | -1.4% | +23.1% | +22.4% |
| 6M | +32.6% | +5.5% | +27.1% | +21.8% |
| YTD | +103.7% | +16.1% | +87.6% | +62.2% |
| 1Y | +101.8% | +20.3% | +81.5% | +53.7% |
| 3Y | +48.1% | +90.4% | -42.4% | -35.5% |
| 5Y | +91.9% | +93.5% | -1.6% | -15.9% |
| 10Y | +8.4% | +161.5% | -153.2% | -58.4% |
| All | +1.8% | +249.2% | -247.4% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling