+175.6%
APA vs ETR
+122.8%
+52.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.3% | +4.2% | +3.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +9.3% | +2.0% | +7.3% | +8.6% |
| 3M | +23.3% | -1.7% | +25.0% | +23.8% |
| 6M | +39.5% | +3.6% | +35.9% | +37.1% |
| YTD | +87.6% | +18.0% | +69.6% | +76.2% |
| 1Y | +114.2% | +26.2% | +88.0% | +96.5% |
| 3Y | +13.6% | +148.0% | -134.4% | -18.5% |
| 5Y | +175.6% | +126.1% | +49.5% | +99.5% |
| All | +175.6% | +122.8% | +52.8% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 5y: compounded portfolio wealth divided by compounded ETR 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…
5y analysis · Full analysis span regression · 6 months rolling