-0.1%
APA vs EMB
+31.5%
-31.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +2.4% |
| 7D | -5.5% | +0.5% | -6.1% | -6.6% |
| 30D | -1.2% | +0.9% | -2.0% | -3.0% |
| 3M | +10.6% | -2.1% | +12.7% | +14.3% |
| 6M | +28.4% | -2.2% | +30.6% | +31.9% |
| YTD | +89.7% | -0.6% | +90.3% | +86.1% |
| 1Y | +90.6% | +0.2% | +90.4% | +83.7% |
| 3Y | +36.9% | +29.5% | +7.4% | -20.9% |
| 5Y | +83.2% | +8.0% | +75.2% | +64.1% |
| 10Y | -0.1% | +35.3% | -35.5% | -1.6% |
| All | -0.1% | +31.5% | -31.6% | -1.6% |
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