-4.9%
APA vs EMB
+29.2%
-34.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +2.0% |
| 7D | -1.7% | +0.3% | -2.0% | -2.2% |
| 30D | +15.7% | -0.5% | +16.2% | +16.5% |
| 3M | +16.5% | +0.3% | +16.1% | +14.9% |
| 6M | +35.1% | +1.2% | +33.9% | +29.2% |
| YTD | +82.2% | +1.5% | +80.7% | +73.0% |
| 1Y | +102.5% | +4.8% | +97.7% | +80.5% |
| 3Y | +10.3% | +30.4% | -20.0% | -36.0% |
| 5Y | +166.1% | +7.3% | +158.9% | +148.1% |
| 10Y | -4.9% | +29.7% | -34.6% | -2.6% |
| All | -4.9% | +29.2% | -34.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling