+48.1%
APA vs XME
+93.2%
-45.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | +8.5% | +0.3% | +8.2% | +8.3% |
| 30D | +2.8% | -6.1% | +8.9% | +4.8% |
| 3M | +21.7% | -18.6% | +40.3% | +30.3% |
| 6M | +32.6% | -23.9% | +56.5% | +45.0% |
| YTD | +103.7% | -9.3% | +113.0% | +93.6% |
| 1Y | +101.8% | +1.8% | +100.0% | +75.7% |
| 3Y | +48.1% | +93.0% | -44.9% | -28.1% |
| All | +48.1% | +93.2% | -45.1% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling