+16.9%
EEM vs APA
+40.1%
-23.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +1.0% |
| 7D | +2.3% | +0.5% | +1.8% | +2.5% |
| 30D | +4.5% | +23.4% | -18.9% | +11.0% |
| 3M | -0.1% | +12.7% | -12.8% | +3.7% |
| 6M | +16.9% | +39.4% | -22.5% | +36.9% |
| All | +16.9% | +40.1% | -23.1% | +36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling