+152.1%
EXE vs APA
+214.8%
-62.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.6% | -2.8% | -0.5% |
| 7D | +1.5% | +5.1% | -3.5% | -0.3% |
| 30D | -0.2% | +0.3% | -0.5% | -0.6% |
| 3M | -9.2% | +15.6% | -24.9% | -14.5% |
| 6M | -7.2% | +28.9% | -36.1% | -16.5% |
| YTD | -18.3% | +96.6% | -114.8% | -38.2% |
| 1Y | -23.6% | +95.5% | -119.1% | -42.2% |
| 3Y | +21.9% | +41.8% | -19.9% | +0.3% |
| 5Y | +73.7% | +85.4% | -11.8% | +24.0% |
| All | +152.1% | +214.8% | -62.8% | +54.9% |
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