+4.5%
APA vs EL
+63.7%
-59.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.0% | +4.6% | +3.9% |
| 7D | +5.1% | +0.3% | +4.8% | +4.9% |
| 30D | +0.3% | +12.3% | -12.0% | -4.2% |
| 3M | +15.6% | +28.4% | -12.8% | +3.8% |
| 6M | +28.9% | +36.7% | -7.8% | +11.0% |
| YTD | +96.6% | +8.4% | +88.2% | +79.9% |
| 1Y | +95.5% | +25.4% | +70.1% | +66.8% |
| 3Y | +41.8% | +3.4% | +38.4% | +17.6% |
| 5Y | +85.4% | -64.8% | +150.2% | +182.8% |
| 10Y | +4.5% | +63.0% | -58.4% | -24.0% |
| All | +4.5% | +63.7% | -59.1% | -24.0% |
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