+0.2%
APA vs XME
+242.3%
-242.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +23.4% | +6.0% | +17.4% | +17.4% |
| 3M | +12.7% | -7.7% | +20.4% | +16.3% |
| 6M | +39.4% | +1.0% | +38.5% | +29.5% |
| YTD | +79.0% | +14.6% | +64.3% | +48.7% |
| 1Y | +88.8% | +46.0% | +42.9% | +27.3% |
| 3Y | +6.4% | +127.0% | -120.7% | -49.6% |
| 5Y | +153.0% | +175.8% | -22.8% | +4.2% |
| 10Y | +7.5% | +414.6% | -407.1% | -69.2% |
| All | +0.2% | +242.3% | -242.1% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling