+32.2%
EEM vs APA
+94.1%
-61.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | +2.7% | +8.5% | -5.9% | +1.9% |
| 30D | -5.4% | +2.8% | -8.2% | -5.7% |
| 3M | -8.6% | +21.7% | -30.4% | -10.6% |
| 6M | -8.9% | +32.6% | -41.5% | -11.9% |
| YTD | +11.9% | +103.7% | -91.8% | +1.1% |
| 1Y | +13.1% | +101.8% | -88.7% | +2.1% |
| 3Y | +70.7% | +48.1% | +22.6% | +56.3% |
| All | +32.2% | +94.1% | -61.9% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling