+175.6%
APA vs EME
+544.7%
-369.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.4% | +5.4% | +3.6% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | +9.3% | -6.8% | +16.1% | +11.1% |
| 3M | +23.3% | -8.8% | +32.2% | +25.0% |
| 6M | +39.5% | +5.0% | +34.5% | +33.3% |
| YTD | +87.6% | +23.5% | +64.1% | +66.8% |
| 1Y | +114.2% | +21.3% | +92.9% | +86.6% |
| 3Y | +13.6% | +241.1% | -227.5% | -46.2% |
| 5Y | +175.6% | +549.2% | -373.6% | -20.4% |
| All | +175.6% | +544.7% | -369.1% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling