-0.1%
APA vs FE
+110.9%
-111.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -1.2% | +4.3% | -5.5% | -2.8% |
| 3M | +10.6% | +0.4% | +10.2% | +10.2% |
| 6M | +28.4% | +6.9% | +21.5% | +24.6% |
| YTD | +89.7% | +8.0% | +81.7% | +82.7% |
| 1Y | +90.6% | +4.8% | +85.8% | +85.6% |
| 3Y | +36.9% | +49.0% | -12.1% | +14.3% |
| 5Y | +83.2% | +46.2% | +37.0% | +53.4% |
| 10Y | -0.1% | +120.9% | -121.0% | -11.5% |
| All | -0.1% | +110.9% | -111.0% | -11.5% |
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