+166.1%
APA vs XME
+179.6%
-13.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.1% |
| 7D | -1.7% | +3.6% | -5.3% | -3.9% |
| 30D | +15.7% | +3.6% | +12.1% | +12.6% |
| 3M | +16.5% | +1.2% | +15.2% | +13.4% |
| 6M | +35.1% | +9.0% | +26.0% | +20.2% |
| YTD | +82.2% | +15.9% | +66.3% | +50.9% |
| 1Y | +102.5% | +43.2% | +59.3% | +36.2% |
| 3Y | +10.3% | +137.4% | -127.1% | -54.1% |
| 5Y | +166.1% | +185.0% | -18.9% | -9.6% |
| All | +166.1% | +179.6% | -13.5% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling