-0.1%
APA vs ES
+87.3%
-87.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -5.5% | +0.9% | -6.4% | -5.9% |
| 30D | -1.2% | +5.9% | -7.1% | -2.9% |
| 3M | +10.6% | -1.0% | +11.6% | +10.5% |
| 6M | +28.4% | +7.2% | +21.3% | +25.1% |
| YTD | +89.7% | +7.0% | +82.8% | +84.1% |
| 1Y | +90.6% | +0.5% | +90.1% | +88.0% |
| 3Y | +36.9% | +48.7% | -11.8% | +18.9% |
| 5Y | +83.2% | +1.9% | +81.3% | +75.2% |
| 10Y | -0.1% | +89.2% | -89.3% | +3.3% |
| All | -0.1% | +87.3% | -87.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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