-3.7%
APA vs ET
+177.0%
-180.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +1.3% |
| 7D | +4.6% | +0.2% | +4.4% | +4.3% |
| 30D | +11.9% | +2.9% | +9.0% | +8.7% |
| 3M | +22.5% | +16.8% | +5.7% | +5.1% |
| 6M | +37.5% | +18.9% | +18.7% | +16.4% |
| YTD | +87.2% | +37.7% | +49.5% | +37.2% |
| 1Y | +101.4% | +32.4% | +69.0% | +53.4% |
| 3Y | +16.9% | +99.5% | -82.6% | -40.2% |
| 5Y | +178.4% | +244.0% | -65.5% | -12.8% |
| All | -3.7% | +177.0% | -180.7% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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