+472.4%
APA vs EOSE
-57.1%
+529.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.0% | +1.3% |
| 7D | -1.7% | +41.4% | -43.1% | -3.6% |
| 30D | +15.7% | +3.6% | +12.1% | +15.2% |
| 3M | +16.5% | -35.7% | +52.2% | +18.3% |
| 6M | +35.1% | -29.9% | +65.0% | +34.8% |
| YTD | +82.2% | -62.5% | +144.7% | +86.5% |
| 1Y | +102.5% | -37.4% | +139.9% | +97.0% |
| 3Y | +10.3% | +55.8% | -45.5% | -8.6% |
| 5Y | +166.1% | -67.8% | +233.9% | +120.2% |
| All | +472.4% | -57.1% | +529.6% | +383.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded EOSE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling