+10.3%
APA vs EL
-30.9%
+41.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.1% |
| 7D | -1.7% | +1.7% | -3.4% | -1.9% |
| 30D | +15.7% | +15.5% | +0.2% | +13.5% |
| 3M | +16.5% | +20.6% | -4.1% | +13.4% |
| 6M | +35.1% | +10.5% | +24.6% | +32.9% |
| YTD | +82.2% | -1.9% | +84.1% | +82.2% |
| 1Y | +102.5% | +16.1% | +86.4% | +94.6% |
| 3Y | +10.3% | -30.2% | +40.5% | -3.5% |
| All | +10.3% | -30.9% | +41.2% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling