+107.2%
APA vs EME
-3.1%
+110.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -9.6% | +2.8% | -8.3% |
| 7D | -13.0% | -5.8% | -7.2% | -13.6% |
| 30D | +2.0% | -17.9% | +19.9% | -1.2% |
| 3M | +24.9% | -22.0% | +46.9% | +20.0% |
| 6M | +7.2% | -29.7% | +36.9% | +0.6% |
| YTD | +87.1% | +4.7% | +82.4% | +100.8% |
| 1Y | +107.2% | -2.1% | +109.3% | +120.5% |
| All | +107.2% | -3.1% | +110.2% | +120.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling