+121.9%
EEM vs APA
+7.0%
+115.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.4% | -1.7% |
| 7D | +5.3% | +9.6% | -4.3% | +4.2% |
| 30D | -7.0% | -0.2% | -6.8% | -7.1% |
| 3M | -8.0% | +19.8% | -27.8% | -10.3% |
| 6M | -6.6% | +30.1% | -36.7% | -10.3% |
| YTD | +12.3% | +100.4% | -88.1% | +0.7% |
| 1Y | +12.2% | +105.2% | -93.0% | +0.1% |
| 3Y | +71.2% | +44.6% | +26.6% | +56.2% |
| 5Y | +32.2% | +88.8% | -56.6% | +13.0% |
| All | +121.9% | +7.0% | +115.0% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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