+583.8%
APA vs EME
+61,143.5%
-60,559.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.8% |
| 7D | +0.5% | +1.9% | -1.3% | -0.2% |
| 30D | +23.4% | -8.3% | +31.7% | +27.0% |
| 3M | +12.7% | -10.7% | +23.4% | +15.0% |
| 6M | +39.4% | +1.9% | +37.5% | +33.4% |
| YTD | +79.0% | +23.5% | +55.5% | +57.6% |
| 1Y | +88.8% | +18.0% | +70.9% | +66.1% |
| 3Y | +6.4% | +236.1% | -229.8% | -40.9% |
| 5Y | +153.0% | +527.9% | -374.9% | +9.0% |
| 10Y | +7.5% | +1,252.8% | -1,245.2% | -62.7% |
| All | +583.8% | +61,143.5% | -60,559.7% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling