+166.1%
APA vs EL
-67.4%
+233.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.2% |
| 7D | -1.7% | +1.7% | -3.4% | -2.1% |
| 30D | +15.7% | +15.5% | +0.2% | +12.1% |
| 3M | +16.5% | +20.6% | -4.1% | +11.4% |
| 6M | +35.1% | +10.5% | +24.6% | +30.4% |
| YTD | +82.2% | -1.9% | +84.1% | +79.6% |
| 1Y | +102.5% | +16.1% | +86.4% | +89.6% |
| 3Y | +10.3% | -30.2% | +40.5% | +10.5% |
| 5Y | +166.1% | -67.4% | +233.5% | +277.0% |
| All | +166.1% | -67.4% | +233.5% | +277.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling