+192.7%
EXC vs APA
+7.0%
+185.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -1.9% | -0.1% |
| 7D | -1.9% | +9.6% | -11.5% | -2.7% |
| 30D | +7.8% | -0.2% | +8.0% | +7.7% |
| 3M | +1.9% | +19.8% | -18.0% | +0.1% |
| 6M | +3.4% | +30.1% | -26.7% | +0.6% |
| YTD | +7.6% | +100.4% | -92.8% | +0.3% |
| 1Y | +2.1% | +105.2% | -103.1% | -5.1% |
| 3Y | +29.6% | +44.6% | -15.0% | +22.5% |
| 5Y | +39.5% | +88.8% | -49.3% | +25.2% |
| All | +192.7% | +7.0% | +185.7% | +129.6% |
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 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