+905.9%
APA vs EIX
+1,176.1%
-270.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | -5.5% | +1.0% | -6.5% | -5.9% |
| 30D | -1.2% | +8.9% | -10.0% | -3.9% |
| 3M | +10.6% | -9.8% | +20.3% | +11.7% |
| 6M | +28.4% | -10.2% | +38.6% | +29.4% |
| YTD | +89.7% | +5.9% | +83.8% | +80.5% |
| 1Y | +90.6% | +10.9% | +79.7% | +78.7% |
| 3Y | +36.9% | +10.2% | +26.7% | +26.4% |
| 5Y | +83.2% | +17.0% | +66.2% | +65.3% |
| 10Y | -0.1% | +35.1% | -35.2% | -12.7% |
| All | +905.9% | +1,176.1% | -270.2% | +481.4% |
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