-4.9%
APA vs EIX
+23.2%
-28.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.5% | -2.7% | -0.3% |
| 7D | -1.7% | +0.9% | -2.6% | -2.3% |
| 30D | +15.7% | -13.5% | +29.3% | +20.3% |
| 3M | +16.5% | -15.3% | +31.7% | +21.7% |
| 6M | +35.1% | -15.3% | +50.4% | +40.0% |
| YTD | +82.2% | +2.7% | +79.5% | +69.3% |
| 1Y | +102.5% | +17.4% | +85.0% | +74.5% |
| 3Y | +10.3% | -1.3% | +11.6% | +0.4% |
| 5Y | +166.1% | +27.2% | +138.9% | +104.2% |
| 10Y | -4.9% | +22.7% | -27.6% | -25.9% |
| All | -4.9% | +23.2% | -28.1% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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