-2.6%
APA vs XME
+412.4%
-415.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.5% |
| 7D | +0.3% | -0.2% | +0.5% | +0.5% |
| 30D | +9.3% | +1.4% | +7.9% | +7.1% |
| 3M | +23.3% | +2.7% | +20.6% | +16.6% |
| 6M | +39.5% | +6.5% | +33.0% | +21.7% |
| YTD | +87.6% | +15.2% | +72.4% | +48.0% |
| 1Y | +114.2% | +43.5% | +70.7% | +32.0% |
| 3Y | +13.6% | +135.9% | -122.3% | -58.9% |
| 5Y | +175.6% | +181.5% | -5.9% | -19.4% |
| 10Y | -2.6% | +436.9% | -439.5% | -84.1% |
| All | -2.6% | +412.4% | -415.0% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling