+475.3%
APA vs EL
+1,845.6%
-1,370.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.1% |
| 7D | -8.7% | +8.0% | -16.8% | -11.2% |
| 30D | -2.4% | +15.4% | -17.8% | -7.1% |
| 3M | +19.0% | +28.5% | -9.5% | +8.1% |
| 6M | +26.8% | +32.2% | -5.4% | +12.5% |
| YTD | +87.3% | +9.2% | +78.2% | +72.5% |
| 1Y | +92.3% | +30.8% | +61.5% | +65.6% |
| 3Y | +37.3% | +3.7% | +33.6% | +19.1% |
| 5Y | +73.2% | -64.8% | +138.0% | +116.2% |
| 10Y | -0.9% | +60.0% | -60.9% | -22.5% |
| All | +475.3% | +1,845.6% | -1,370.3% | +155.8% |
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