+91.0%
EEM vs APA
+9.3%
+81.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.1% |
| 7D | +3.1% | -1.7% | +4.8% | +3.2% |
| 30D | +4.9% | +15.7% | -10.9% | +4.1% |
| 3M | +5.2% | +16.5% | -11.2% | +4.4% |
| 6M | +20.7% | +35.1% | -14.4% | +16.9% |
| YTD | +26.5% | +82.2% | -55.8% | +17.9% |
| 1Y | +37.8% | +102.5% | -64.6% | +26.4% |
| 3Y | +91.0% | +10.3% | +80.7% | +76.8% |
| All | +91.0% | +9.3% | +81.6% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling