+107.2%
APA vs XME
+5.2%
+102.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.0% | -5.9% | -7.0% |
| 7D | -13.0% | -5.5% | -7.5% | -13.4% |
| 30D | +2.0% | -11.1% | +13.1% | +0.9% |
| 3M | +24.9% | -11.1% | +36.0% | +23.9% |
| 6M | +7.2% | -18.0% | +25.2% | +7.1% |
| YTD | +87.1% | -7.4% | +94.5% | +85.5% |
| 1Y | +107.2% | +6.7% | +100.5% | +98.8% |
| All | +107.2% | +5.2% | +102.0% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 1y: compounded portfolio wealth divided by compounded XME 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…
1y analysis · Full analysis span regression · 6 months rolling