+272.4%
APA vs FE
+561.4%
-289.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.9% |
| 7D | +0.5% | +1.9% | -1.4% | -0.3% |
| 30D | +23.4% | -1.2% | +24.6% | +23.9% |
| 3M | +12.7% | +3.5% | +9.2% | +10.7% |
| 6M | +39.4% | -6.1% | +45.5% | +42.4% |
| YTD | +79.0% | +7.6% | +71.3% | +72.0% |
| 1Y | +88.8% | +11.9% | +76.9% | +78.0% |
| 3Y | +6.4% | +48.4% | -42.1% | -13.0% |
| 5Y | +153.0% | +44.8% | +108.2% | +107.7% |
| 10Y | +7.5% | +115.9% | -108.3% | -28.6% |
| All | +272.4% | +561.4% | -289.0% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling