+848.7%
APA vs EIX
+1,083.9%
-235.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.4% |
| 7D | +0.5% | -19.1% | +19.6% | +5.7% |
| 30D | +23.4% | -16.9% | +40.3% | +28.4% |
| 3M | +12.7% | -20.0% | +32.7% | +18.3% |
| 6M | +39.4% | -21.3% | +60.7% | +46.5% |
| YTD | +79.0% | -1.7% | +80.7% | +74.9% |
| 1Y | +88.8% | +9.6% | +79.3% | +78.1% |
| 3Y | +6.4% | -3.7% | +10.0% | +2.8% |
| 5Y | +153.0% | +22.6% | +130.4% | +126.0% |
| 10Y | +7.5% | +17.7% | -10.1% | -1.9% |
| All | +848.7% | +1,083.9% | -235.2% | +463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling