-4.1%
APA vs EME
+1,301.6%
-1,305.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | +0.8% | +0.9% | -0.2% | +0.2% |
| 30D | +9.6% | -8.4% | +18.0% | +14.5% |
| 3M | +18.0% | -3.6% | +21.6% | +16.2% |
| 6M | +41.9% | +3.6% | +38.3% | +30.2% |
| YTD | +86.3% | +22.5% | +63.8% | +50.6% |
| 1Y | +97.9% | +18.2% | +79.7% | +57.0% |
| 3Y | +12.8% | +238.4% | -225.6% | -64.3% |
| 5Y | +177.2% | +550.5% | -373.3% | -51.7% |
| All | -4.1% | +1,301.6% | -1,305.7% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling