+678.4%
APA vs EME
+53,473.8%
-52,795.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.8% |
| 7D | +8.5% | +8.4% | +0.2% | +5.2% |
| 30D | +2.8% | -11.5% | +14.3% | +7.0% |
| 3M | +21.7% | -20.6% | +42.3% | +31.2% |
| 6M | +32.6% | -28.5% | +61.1% | +45.5% |
| YTD | +103.7% | +8.0% | +95.7% | +86.8% |
| 1Y | +101.8% | +6.8% | +95.0% | +85.4% |
| 3Y | +48.1% | +213.9% | -165.8% | -16.3% |
| 5Y | +91.9% | +414.8% | -322.9% | -11.8% |
| 10Y | +8.4% | +916.9% | -908.6% | -58.9% |
| All | +678.4% | +53,473.8% | -52,795.4% | +80.3% |
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