+3.6%
EXE vs APA
+94.6%
-91.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +8.5% | +23.4% | -14.9% | +2.5% |
| 3M | +5.5% | +12.7% | -7.2% | +1.7% |
| 6M | -5.9% | +39.4% | -45.3% | -13.9% |
| YTD | -9.7% | +79.0% | -88.7% | -22.4% |
| 1Y | +3.6% | +88.8% | -85.3% | -11.6% |
| All | +3.6% | +94.6% | -91.1% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling