+449.6%
APA vs EL
+1,685.7%
-1,236.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.0% | -6.2% | -4.2% |
| 7D | +0.5% | +0.8% | -0.3% | +0.2% |
| 30D | +23.4% | +19.8% | +3.6% | +15.4% |
| 3M | +12.7% | +25.7% | -13.0% | +3.0% |
| 6M | +39.4% | +5.4% | +34.0% | +32.1% |
| YTD | +79.0% | +0.2% | +78.7% | +70.6% |
| 1Y | +88.8% | +20.4% | +68.4% | +67.1% |
| 3Y | +6.4% | -32.1% | +38.5% | +6.8% |
| 5Y | +153.0% | -67.2% | +220.2% | +224.8% |
| 10Y | +7.5% | +31.7% | -24.2% | -10.2% |
| All | +449.6% | +1,685.7% | -1,236.2% | +152.9% |
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