-2.6%
APA vs EL
+28.8%
-31.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.8% | +4.0% |
| 7D | +0.3% | -2.4% | +2.7% | +1.1% |
| 30D | +9.3% | +13.7% | -4.4% | +3.2% |
| 3M | +23.3% | +14.5% | +8.8% | +15.3% |
| 6M | +39.5% | +7.4% | +32.1% | +30.3% |
| YTD | +87.6% | -4.7% | +92.3% | +81.2% |
| 1Y | +114.2% | +12.9% | +101.3% | +89.3% |
| 3Y | +13.6% | -32.2% | +45.8% | +15.4% |
| 5Y | +175.6% | -68.4% | +244.0% | +334.1% |
| 10Y | -2.6% | +28.3% | -30.9% | -24.9% |
| All | -2.6% | +28.8% | -31.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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