+4.5%
APA vs XME
+277.3%
-272.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.0% |
| 7D | +5.1% | +1.5% | +3.5% | +3.3% |
| 30D | +0.3% | -7.3% | +7.6% | +5.8% |
| 3M | +15.6% | -17.4% | +33.1% | +32.8% |
| 6M | +28.9% | -21.8% | +50.7% | +49.2% |
| YTD | +96.6% | -6.0% | +102.5% | +80.9% |
| 1Y | +95.5% | +3.8% | +91.7% | +61.5% |
| 3Y | +41.8% | +100.0% | -58.2% | -42.8% |
| 5Y | +85.4% | +116.1% | -30.7% | -33.6% |
| 10Y | +4.5% | +280.6% | -276.1% | -78.4% |
| All | +4.5% | +277.3% | -272.8% | -78.4% |
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