+53.4%
EFA vs APA
+177.1%
-123.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.4% |
| 7D | -0.5% | +0.3% | -0.8% | -0.5% |
| 30D | -1.3% | +9.3% | -10.7% | -2.3% |
| 3M | +5.2% | +23.3% | -18.1% | +2.6% |
| 6M | +9.4% | +39.5% | -30.1% | +4.1% |
| YTD | +12.7% | +87.6% | -74.9% | +2.8% |
| 1Y | +19.3% | +114.2% | -95.0% | +6.2% |
| 3Y | +66.3% | +13.6% | +52.8% | +58.0% |
| 5Y | +53.4% | +175.6% | -122.2% | +24.4% |
| All | +53.4% | +177.1% | -123.7% | +24.4% |
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