+4.5%
APA vs FE
+120.9%
-116.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.5% | +3.6% |
| 7D | +5.1% | -0.4% | +5.5% | +5.2% |
| 30D | +0.3% | +3.6% | -3.3% | -1.1% |
| 3M | +15.6% | +0.3% | +15.3% | +15.3% |
| 6M | +28.9% | +6.4% | +22.5% | +25.3% |
| YTD | +96.6% | +8.1% | +88.4% | +89.2% |
| 1Y | +95.5% | +4.6% | +90.9% | +90.5% |
| 3Y | +41.8% | +49.1% | -7.3% | +18.4% |
| 5Y | +85.4% | +46.1% | +39.3% | +55.3% |
| 10Y | +4.5% | +122.7% | -118.2% | -6.8% |
| All | +4.5% | +120.9% | -116.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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