+476.4%
APA vs EL
+1,792.3%
-1,316.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.9% |
| 7D | -15.5% | +0.8% | -16.3% | -15.8% |
| 30D | +2.4% | +16.5% | -14.1% | -2.9% |
| 3M | +22.8% | +29.2% | -6.4% | +11.3% |
| 6M | +17.9% | +27.9% | -10.0% | +5.8% |
| YTD | +87.7% | +6.2% | +81.5% | +74.4% |
| 1Y | +94.2% | +27.2% | +67.0% | +68.8% |
| 3Y | +27.2% | +3.2% | +24.0% | +10.4% |
| 5Y | +74.1% | -66.0% | +140.1% | +120.0% |
| 10Y | +2.6% | +58.3% | -55.7% | -19.5% |
| All | +476.4% | +1,792.3% | -1,316.0% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling