+151.7%
EXC vs APA
-3.2%
+154.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | +0.3% | +0.5% | -0.3% | +0.2% |
| 30D | -3.7% | +23.4% | -27.1% | -5.6% |
| 3M | -1.3% | +12.7% | -14.0% | -2.5% |
| 6M | -9.7% | +39.4% | -49.1% | -12.8% |
| YTD | +2.9% | +79.0% | -76.1% | -3.0% |
| 1Y | +4.4% | +88.8% | -84.4% | -2.4% |
| 3Y | +22.2% | +6.4% | +15.9% | +19.0% |
| 5Y | +46.7% | +153.0% | -106.3% | +27.1% |
| All | +151.7% | -3.2% | +154.9% | +92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling