+50.1%
EFA vs APA
+94.1%
-44.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | 0.0% |
| 7D | +2.2% | +8.5% | -6.3% | +1.4% |
| 30D | +1.4% | +2.8% | -1.4% | +1.0% |
| 3M | -4.2% | +21.7% | -25.9% | -6.3% |
| 6M | +1.9% | +32.6% | -30.7% | -1.6% |
| YTD | +10.2% | +103.7% | -93.5% | -0.6% |
| 1Y | +12.8% | +101.8% | -89.0% | +1.7% |
| 3Y | +65.2% | +48.1% | +17.1% | +51.1% |
| All | +50.1% | +94.1% | -44.0% | +29.6% |
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