-0.1%
APA vs EL
+60.9%
-61.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.0% | +1.2% |
| 7D | -5.5% | +7.6% | -13.2% | -8.3% |
| 30D | -1.2% | +15.7% | -16.8% | -6.6% |
| 3M | +10.6% | +30.5% | -20.0% | -1.4% |
| 6M | +28.4% | +32.5% | -4.1% | +12.0% |
| YTD | +89.7% | +9.4% | +80.3% | +73.1% |
| 1Y | +90.6% | +28.4% | +62.2% | +61.1% |
| 3Y | +36.9% | +4.4% | +32.5% | +13.1% |
| 5Y | +83.2% | -64.5% | +147.7% | +179.0% |
| 10Y | -0.1% | +64.9% | -65.0% | -27.4% |
| All | -0.1% | +60.9% | -61.0% | -27.4% |
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