-4.9%
APA vs ES
+85.1%
-90.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.7% |
| 7D | -1.7% | +1.4% | -3.1% | -2.1% |
| 30D | +15.7% | -1.2% | +16.9% | +16.0% |
| 3M | +16.5% | +5.0% | +11.5% | +14.6% |
| 6M | +35.1% | -2.8% | +37.9% | +35.4% |
| YTD | +82.2% | +8.6% | +73.6% | +76.6% |
| 1Y | +102.5% | +18.9% | +83.5% | +89.9% |
| 3Y | +10.3% | +32.1% | -21.8% | -0.9% |
| 5Y | +166.1% | -5.1% | +171.2% | +160.3% |
| 10Y | -4.9% | +84.2% | -89.1% | -8.8% |
| All | -4.9% | +85.1% | -90.0% | -8.8% |
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